You can load the "master" records after the initial loading and perform a mapping with the name (Name → Id). In Excel, this can be achieved using VLOOKUP. Once you have created a new list of "detail" objects, there should be no problem loading them. The "ID-> uploaded records" display is also available in the success log file created by Apex Data Loader.
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INSERT INTO detail_object (Name, SomeValue, master_ID) VALUES ("foo", "bar", [some valid salesforce id])
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INSERT INTO detail_object (Name, SomeValue, master_ID) VALUES ("foo", "bar", (SELECT Id from master_object where some_field_marked_as_external_id = "123")
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