BGP Maximum message size
According to RFC4271, the maximum BGP message size is 4096 bytes. However, RFC8654 updates this to 65535 bytes. In order for this to function, both peers must have this extended message capability, and this is advertised between the peers using a Capabilities Advertisement.
Now if the size of your BGP table and the number of prefixes being advertised result in a BGP notification message that is larger than that, then the information is segmented into multiple BGP messages.
Now you must keep in mind that BGP is considered an Application layer protocol, and uses TCP to transport its updates. If the BGP message is too large for the underlying network infrastructure, it will still segment the message into multiple TCP segments, which will then be placed in multiple IP packets and so on to be sent.
According to the RFCs above, A BGP message, when received, will not be processed until it is received in its entirety and reassembled.