Titin and TTN
Titin is the largest protein in the human genome with 33423 amino acids. Titin is coded by the gene TTN that must be at least $3 \cdot 33423 \approx 100kb$ long. Looking at NCBI entry for the gene TTN indicate that TTN is actually about 240kb long.
Transcription rate
The average transcription rate (Ref.) is around 1.5kb per minute. It therefore takes about $\frac{240k}{1.5k * 60}$ 2.5 hours to transcribe TTN in mRNA. This mRNA then need to be spliced before being available for being translated. Per consequence, I don't think it is possible for translation to happen in the same time as transcription but might well be wrong.
Translation rate
The translation rate is about 8.4 amino acids per second (Ref.). It therefore takes about $\frac{ 33423} { 8.4 \cdot 3600} \approx 1$ hour to translate the protein. Sure, several ribosome can translate the mRNA in the same time but it still remain that it takes 1 hour to synthesize at least one protein.
Transcription + Translation rate
Assuming translation does not occur in the same time as transcription, the total time to create the first protein of titin is about 3.5 hours.
Half-life
The half-life of a typical human protein is 6.9 hours (Ref.). Intuitively I would expect a negative correlation between mRNA size and mRNA half-life.
Half-life and Transcription + Translation rate
Because the time to produce the first protein is about half the half life, it means that a quarter of every single mRNA that is being produced would never give rise to even a single protein because it would degrade before either before or after translation has started.
It sounds like an important cost and would be surprised if a gene or a protein could be any longer.
Is there evidence of selection against long proteins and long genes?
Are there proteins that are much longer than Titin in other species?
Do I exaggerate the cost it represents, either by not considering that an average rate (such as transcription rate) is not representative of the actual rate for typically long gene/protein or by assuming that it is costly to create tons of mRNAs that won't never be translated?
Answer
Is there evidence of selection against long proteins and long genes?
I am not aware of any such evidence and cursory googling did not reveal studies that researched a correlation between gene selection and gene size. However, the larger a gene, the larger the probability of a deleterious mutation within said gene so I expect that there is some limit to the size genes can reach and be stable through evolution.
Are there proteins that are much longer than Titin in other species?
To date, titin is the largest known protein
Do I exaggerate the cost it represents, either by not considering that an average rate (such as transcription rate) is not representative of the actual rate for typically long gene/protein or by assuming that it is costly to create tons of mRNAs that won't never be translated?
I really like how you estimated the time cost of producing titin. However, as you already suspect, I believe that you have several flaws in your assumptions.
First of all, the stability of mRNA and proteins varies a lot and depends strongly on their sequences. The half life of proteins can vary from minutes to Years. The Titin protein has a half life of ~70 h.
Similarly, mRNA stability varies from minutes to > 12h. Especially household and structural genes were identified to have mRNAs with long half lifes.
Both protein and mRNA stability is not simply governed by random decay but rather by tightly regulated degradation. For proteins, an example is ubiquitinylation which is a process where certain amino acid sequences are recognized and cause the protein to be ubiquitinylated which in turn triggers the degradation via the proteasome. For mRNA, the secondary structure is crucial since certain loop structures can be recognized by RNAses. Thus average protein/mRNA lifetimes do not help to estimate the actual turnover of a specific protein.
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