In case you haven't already solved this issue, I found this post that explains how to import using CSOM PowerShell commands.
https://cann0nf0dder.wordpress.com/2014/11/29/importing-taxonomy-to-sharepoint-using-powershell/
While I'd like to provide more details, that WordPress post is far too lengthy and may completely miss the mark if you're looking for a GUI approach.
I'm experiencing the same issue (breaks at 2,000 terms) and will be trying a PowerShell approach.