Well,
it depends on whether
$p \bmod 4$
is 1 or 3.
What matters is
$m(x, k, j)
=\#\{\text{primes }kn+j\le x\}
$
for
$k=4, j = 1, 3
$.
It is known that,
as $x \to \infty$,
$\dfrac{m(x, 4, 3)}{m(x, 4, 1)}
\to 1
$.
From the study of "primes races"
(see https://dms.umontreal.ca/~andrew/PDF/PrimeRace.pdf
)
it is known that
$m(x, 4, 3)$
is usually larger that
$m(x, 4, 1)$.
However,
Littlewood showed that
there are arbitrarily large $x$
such that
$m(x, 4, 1)-m(x, 4, 3)
\ge \dfrac{\sqrt{x}\ln\ln(x)}{2\ln(x)}
$.
The following results
are known.
$m(x, k, j)
\sim \dfrac{x}{\phi(k)\ln(x)}
\sim \dfrac{li(x)}{\phi(k)}
$
(where
$li(x)$ is the logarithmic integral
and
$\phi(k)$ is Euler's phi function)
and,
as referenced in
https://primes.utm.edu/notes/Dirichlet.html,
$m(x, k, j)
- \dfrac{li(x)}{\phi(k)}
=O(xe^{-a\sqrt{\ln(x)}})
$
for $a = 1/15$.
This implies that
$|m(x, 4, 3)-m(x, 4, 1)|
=O(xe^{-a\sqrt{\ln(x)}})
$.
I believe that
this is enough to show that
the sum in the problem converges.
But I don't know for sure
and I'll leave it at this.