Adressing your two questions first:
Is the loop (active or not) a good solution also for the 100kHz-20MHz range or should I set for another design?
fractional bandwidth of antennas
Woah! 20 MHz is 200 times the frequency of 100 kHz. No, a loop antenna won't have that amount of bandwidth.
For antennas, we measure the bandwidth in multiples of the center frequency. For example, an antenna working well from 2.3 GHz to 2.5 GHz has a bandwidth of 200 MHz, with a center frequency of 2.4 GHz – that's a fractional bandwidth of $\frac{200\,\text{MHz}}{2400\,\text{MHz}} = \frac1{12}$.
wideband antennas
We tend to call antennas "wideband" as soon as their fractional bandwidth reaches $\frac15$. Really impressive wideband antennas reach fractional bandwidths of $\frac{11}{10}$ (UWB antennas) – and those really don't have the efficiency of an antenna you'd want to work with (aside from being very very costly to make).
Now, what you demand of your antenna if it has to cover 100 kHz to 20 MHz is that it has a fractional bandwidth of $\frac{19900\,\text{kHz}}{10050\,\text{kHz}}\approx 1.98$. Such antennas have not yet been invented, to my knowledge!
loop antennas
Now, a loop antenna especially has what we call high Q – it is narrowband, rather than wideband. That has a lot of advantages; for example, it can be relatively small compared¹ to the wavelength $\lambda$, and it doesn't pick up noise or interference from frequencies that you don't care about – that's primarily important to keep your first amplifier stage from becoming non-linear.
Quite luckily, you don't have to buy an infinite number of antennas – many antenna types can be tuned to a specific frequency. Downside of tuning is that it happens mechanically – e.g. by adjusting a variable capacitor – but it works. Still, this means that the 1 MHz from 100 kHz to 1100 kHz is much harder than the 100 MHz between 1 GHz and 1.1 GHz!
practice
So, most often, you'd encounter a set of antennas, working on different, usually separated, bands, instead of one antenna that tries to receive all these bands and the spectrum in between.
How can I improve the signal/noise ratio of my current loop (I already shielded the DX-Patrol with aluminium and I suppose ferrite beads along the feedline and USB cable would also help)? Would an additional amplifier help (the SDR has already an internal LNA)?
to amplify or not to amplify, that is the question
Gut feeling: If your receiver already has an LNA, you'd need to invest relatively much money to get an LNA with a better noise figure, so, no, that's usually not the way to go, unless your signal is below the sensitivity of your receiver, even without its input amplifier.
sensitivity, or: the magic of oversampling
Now, with SDR, defining sensitivity is a bit challenging – after all, the receiver is not only the thing doing the RF reception, the mixing, and the analog to digital conversion, the actual extraction of the signal of interest from the received signal (for example, the FM-modulated voice, or the PSK31 data) happens in software. The trick usually employed by SDR receivers is oversampling, which means that you have a signal of a given bandwidth $b$, but you sample it with a multiple of that, let's say $f_s = n\cdot b$. Then, through digital signal processing, namely filtering and decimation by $n$, you can get an SNR increase by $n$ (only applies to white noise)².
Example
I don't know the MK4, but I think it's based on an RTL2832. That chip will happily give you (I think) up to 3.2 million samples per second, $f_s=3.2\,\frac{\text{MS}}{\text s}$.
Now, let's say you want to hear a CW/morse station whose bandwidth you can limit to let's say $b=1\,\text{kHz}$; therefore, our $n= \frac{f_s}{b}= 3200$; assuming perfect filtering (we can't, really, make that assumption without a bit of mathematical justification, but bear with me for the time being), that's an SNR win of $3200\approx 35\,\text{dB}$. Now, assume your actual morse decoder (might be your ear) needs an SNR of $6\,\text{dB}$ – then you can still work with an input SNR of $-29\,\text{dB}$ That's nearly thousand times the signal energy in noise!
We can see that in action every time we activate our GPS receivers: The GPS signal reaching earth is really weak – in fact, it's weaker than the thermal noise in any non-cryogenically-cooled receiver. But: due to the high processing gain (correlation) of GPS receivers, that's no problem.
advantages of SDR and their limits
Also note that it's digitally trivial to select any 1 kHz from your sampled bandwidth – building an analog filter that could do the same would be terribly complicated, and that filter would be much worse in all relevant aspects (suppression, steepness, loss)!
Basically, that's why we rather do high-sampling-rate SDR than analog narrowband receivers these days. As hinted at above, this hits limits when the RX chains becomes nonlinear (meaning that the amplified signal amplitude at every time instant isn't really the same factor times the input signal amplitude), because then you get intermodulation. This can happen, for example, if you put your receiver to maximum gain (to receive a weak signal), but your antenna also picks up a strong signal, which isn't filtered out before it reaches the amplifiers. The amplifier does its best, but it can only scream so loud, and suddenly, things that aren't actually there "on the air" get mixed into the signal of interest. But: that can often be countered with relatively relaxed analog bandpass filters (or bandstop filters, to suppress known narrowband interferers) and gain limitation.
Since frequency-selective antennas basically are bandpass filters, that explains SDSolar's comment:
With the wideband capability of those receivers you will want specific antennas to focus on specific frequency ranges, even if the signal is very close to you.
Since your SDR receiver can receive such a huge swath of spectrum (100 kHz to 2 GHz), it's impossible it has a narrow bandselection filter in front of the LNA³, thus it's likely that an interferer much stronger than your signal of interest will get picked up by your receiver. If that interferer is sufficiently strong to bring your receiver into nonlinearity, you get problems. Notice that the spurious free range of LNAs is often not that small – but I haven't tested the MK4 myself, and I generally have learned not to trust marketing brochures and manuals, so I can't say at which interferer power that will happen. But: the LNA will definitely be much nicer to your signal than the RTL2832-integrated amplifiers, so do try to keep the LNA active (and if it has adjustable gain, as close as possible to maximum), and use the gain of the RTL only to make the signal "fit" the whole ADC range. You'll probably notice when you're overdriving any amplifier in the chain – you'll see "ghost" frequencies becoming stronger faster than the real-world signals.
¹: $\lambda(f) = \frac{c_0}{f}\implies \lambda(100\,\text{kHz}) \approx \frac{3\cdot10^8\,\frac{\text m}{\text s}}{10^5\,\text{s}^{-1}}= 3\cdot10^{3}\,\text m=3\,\text{km}$, by all means, that's HUGE!
²: Beinaymé formula
³: In fact Dynamic Range-optimized special-purpose SDRs (e.g. for localization) do have exactly that, a bank of band-selection filters, but that's really expensive; good filters are actually what makes things like professional wideband measurement equipment so freaking expensive.