Cycles through build scenes directly in the editor. Loads scenes in Unity according to their build order, using 'Shift' and left and right arrow keys.

ShortcutLevelLoader.cs

#if UNITY_EDITOR

using UnityEditor;
using UnityEditor.SceneManagement;

// TODO: if the level is unchecked in build settings, the loop starts over

public class ShortcutLevelLoader
{
    [MenuItem("Level loader/Load previous level &LEFT")]
    static void LoadPreviousLevel()
    {
        int temp = EditorSceneManager.GetActiveScene().buildIndex - 1;
        if (temp < 0) temp = 0;
        EditorSceneManager.OpenScene(EditorBuildSettings.scenes[temp].path);
    }

    [MenuItem("Level loader/Load next level &RIGHT")]
    static void LoadNextLevel()
    {
        int temp = EditorSceneManager.GetActiveScene().buildIndex + 1;
        if (temp > EditorSceneManager.sceneCountInBuildSettings - 1) temp = EditorSceneManager.sceneCountInBuildSettings - 1;
        EditorSceneManager.OpenScene(EditorBuildSettings.scenes[temp].path);

    }
}
#endif