I have a Shared Hosting , and a Vps . i use the VPS to Storage Audio files and Leach to them from my Shared Hosting . the shared hosting Only Has Some php, and Html pages with the links to leach from the vps ..
Now which One Gets The Load , or which one is the One Suffering the Load . the Shared Hosting or the VPS ..
If the VPS is handling all of the files and transfers, and the shared hosting is simply pointing users to the files its likely that the VPS is taking the brunt of the load. A case in the reverse would be if you had 1 000 000 users on your shared hosting site, but only 5-10 users actually downloading files.
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There's different types of "load". There's memory usage, there's CPU usage, there's i/o usage. The audio files will probably be causing i/o usage, and that is likely why the host has "divorced" you. I've read of people using rather small VPSes with specialized web servers (nginx, lighttpd) to push large amounts of data, because they're very efficient at it. I guess it could be a research direction for you.
For people to gather a better picture of the situation, you should probably share some of the statistics you have about your website.