Diffie Hellman parameters still calculating after 24 hours

生成命令需要添加 -dsaparam 选项

openssl dhparam -dsaparam -out dhparam.pem 4096

This option instructs OpenSSL to produce "DSA-like" DH parameters (p is such that p-1 is a multiple of a smaller prime q, and the generator has multiplicative order q). This is considerably faster because it does not need to nest the primality tests, and thus only thousands, not millions, of candidates will be generated and tested.
As far as academics know, DSA-like parameters for DH are equally secure; there is no actual advantage to using "strong primes" (the terminology is traditional and does not actually imply some extra strength).
Similarly, you may also use a 2048-bit modulus, which is already very far into the "cannot break it zone". The 4096-bit modulus will make DH computations slower (which is not a real problem for a VPN; these occur only at the start of the connection), but won't actually improve security.
To some extent, a 4096-bit modulus may woo auditors, but auditors are unlikely to be much impressed by a Raspberry-Pi, which is way too cheap anyway.