Not sure exactly what you mean about data coming in for M times. If we assume an endless stream of N timeslot/workload triplets. The best I come up with is also O(N*N). My main difference is that I do not use a dictionary/hashtable.
Basic idea: Initially we have 0 timeslots and there is no violation of MaxWorkLoad. On each new timeslot, find all overlapping timeperiods, and check if the new addition causes a violation. Worst case this all the current entries overlap.
If we use a sorted structure, we can sort entries by primarily begin time, with end time secondary (and for microoptimisation largest workload as the third priority). Then when we add a new timeslot (xBegin, xEnd, workload) we can find the leftright bound (and also do the insertion) in log N time, by comparing the xBeginxEnd with yEndyBegin for the already inserted y. Then we sum the workload until we reachleft until yStart > xEnd which is at mostthe end N entries(we have to). If the sum at any point is larger than MaxWorkLoad then return true otherwise return false. Worst case we have to sum over N elements each time, which we would have to anyway if we just looped through all.
If the granularity of the workload is fixed, for example integers, and M is max workload then this changes to O(min(N*M, N*N)), because during the sum at most M entries will be processed.
I don't think in general you can do better than O(N*N). You must remember all N values received at any moment (unless they agree on start and end time), in order to determine any future violation.
The most related problem I can think of is the Lecture Hall Assignment problem (in the bottom) which is O(N*N). To convert (xBegin, xEnd, K), to lecture hall activities, make K copies of (xBegin, xEnd). Going the other direction we can reduce the decision variant of the lecture hall assignment problem to your problem. For each activity make a timeslot with the workload set to 1. The lecture hall decision problem is satisfiable with P halls, if your corresponding problem is satisfiable with MaxWorkLoad = P. If we believe the decision version of the lecture hall problem is also at least O(N*N), then so is your problem.