I would like to just point out that while the case $a \neq 2$ it is not the case that the generalized conjecture is true (for all $n \gt 1$):
from sympy import primerange, prime
A = 100
N = 100
primes = list(primerange(2, prime(N*A) + 1))
for x in range(2, N+1):
p = primes[x-1]
for a in range(2,A+1):
q = primes[a*x-1]
diff = q - a*p
modulo = q % p
if modulo != diff:
print(f'Counter-example: p({a}*{x}) - {a}*p({x}) = {diff}, but p({a}*{x}) % p({x}) = {modulo}')
Which prints:
Counter-example: p(3*2) - 3*p(2) = 4, but p(3*2) % p(2) = 1
Counter-example: p(4*2) - 4*p(2) = 7, but p(4*2) % p(2) = 1
Counter-example: p(5*2) - 5*p(2) = 14, but p(5*2) % p(2) = 2
Counter-example: p(6*2) - 6*p(2) = 19, but p(6*2) % p(2) = 1
Counter-example: p(7*2) - 7*p(2) = 22, but p(7*2) % p(2) = 1
Counter-example: p(8*2) - 8*p(2) = 29, but p(8*2) % p(2) = 2
Counter-example: p(9*2) - 9*p(2) = 34, but p(9*2) % p(2) = 1
Counter-example: p(10*2) - 10*p(2) = 41, but p(10*2) % p(2) = 2
Counter-example: p(11*2) - 11*p(2) = 46, but p(11*2) % p(2) = 1
Counter-example: p(12*2) - 12*p(2) = 53, but p(12*2) % p(2) = 2
Counter-example: p(13*2) - 13*p(2) = 62, but p(13*2) % p(2) = 2
Counter-example: p(14*2) - 14*p(2) = 65, but p(14*2) % p(2) = 2
Counter-example: p(15*2) - 15*p(2) = 68, but p(15*2) % p(2) = 2
Counter-example: p(16*2) - 16*p(2) = 83, but p(16*2) % p(2) = 2
Counter-example: p(17*2) - 17*p(2) = 88, but p(17*2) % p(2) = 1
Counter-example: p(18*2) - 18*p(2) = 97, but p(18*2) % p(2) = 1
Counter-example: p(19*2) - 19*p(2) = 106, but p(19*2) % p(2) = 1
Counter-example: p(20*2) - 20*p(2) = 113, but p(20*2) % p(2) = 2
Counter-example: p(21*2) - 21*p(2) = 118, but p(21*2) % p(2) = 1
Counter-example: p(22*2) - 22*p(2) = 127, but p(22*2) % p(2) = 1
Counter-example: p(23*2) - 23*p(2) = 130, but p(23*2) % p(2) = 1
Counter-example: p(24*2) - 24*p(2) = 151, but p(24*2) % p(2) = 1
Counter-example: p(25*2) - 25*p(2) = 154, but p(25*2) % p(2) = 1
Counter-example: p(26*2) - 26*p(2) = 161, but p(26*2) % p(2) = 2
Counter-example: p(27*2) - 27*p(2) = 170, but p(27*2) % p(2) = 2
Counter-example: p(28*2) - 28*p(2) = 179, but p(28*2) % p(2) = 2
Counter-example: p(29*2) - 29*p(2) = 184, but p(29*2) % p(2) = 1
Counter-example: p(30*2) - 30*p(2) = 191, but p(30*2) % p(2) = 2
Counter-example: p(31*2) - 31*p(2) = 200, but p(31*2) % p(2) = 2
Counter-example: p(32*2) - 32*p(2) = 215, but p(32*2) % p(2) = 2
Counter-example: p(33*2) - 33*p(2) = 218, but p(33*2) % p(2) = 2
Counter-example: p(34*2) - 34*p(2) = 235, but p(34*2) % p(2) = 1
Counter-example: p(35*2) - 35*p(2) = 244, but p(35*2) % p(2) = 1
Counter-example: p(36*2) - 36*p(2) = 251, but p(36*2) % p(2) = 2
Counter-example: p(37*2) - 37*p(2) = 262, but p(37*2) % p(2) = 1
Counter-example: p(38*2) - 38*p(2) = 269, but p(38*2) % p(2) = 2
Counter-example: p(39*2) - 39*p(2) = 280, but p(39*2) % p(2) = 1
Counter-example: p(40*2) - 40*p(2) = 289, but p(40*2) % p(2) = 1
Counter-example: p(41*2) - 41*p(2) = 298, but p(41*2) % p(2) = 1
Counter-example: p(42*2) - 42*p(2) = 307, but p(42*2) % p(2) = 1
Counter-example: p(43*2) - 43*p(2) = 314, but p(43*2) % p(2) = 2
Counter-example: p(44*2) - 44*p(2) = 325, but p(44*2) % p(2) = 1
Counter-example: p(45*2) - 45*p(2) = 328, but p(45*2) % p(2) = 1
Counter-example: p(46*2) - 46*p(2) = 341, but p(46*2) % p(2) = 2
Counter-example: p(47*2) - 47*p(2) = 350, but p(47*2) % p(2) = 2
Counter-example: p(48*2) - 48*p(2) = 359, but p(48*2) % p(2) = 2
Counter-example: p(49*2) - 49*p(2) = 374, but p(49*2) % p(2) = 2
Counter-example: p(50*2) - 50*p(2) = 391, but p(50*2) % p(2) = 1
Counter-example: p(51*2) - 51*p(2) = 404, but p(51*2) % p(2) = 2
Counter-example: p(52*2) - 52*p(2) = 413, but p(52*2) % p(2) = 2
Counter-example: p(53*2) - 53*p(2) = 418, but p(53*2) % p(2) = 1
Counter-example: p(54*2) - 54*p(2) = 431, but p(54*2) % p(2) = 2
Counter-example: p(55*2) - 55*p(2) = 436, but p(55*2) % p(2) = 1
Counter-example: p(56*2) - 56*p(2) = 445, but p(56*2) % p(2) = 1
Counter-example: p(57*2) - 57*p(2) = 448, but p(57*2) % p(2) = 1
Counter-example: p(58*2) - 58*p(2) = 467, but p(58*2) % p(2) = 2
Counter-example: p(59*2) - 59*p(2) = 470, but p(59*2) % p(2) = 2
Counter-example: p(60*2) - 60*p(2) = 479, but p(60*2) % p(2) = 2
Counter-example: p(61*2) - 61*p(2) = 490, but p(61*2) % p(2) = 1
Counter-example: p(62*2) - 62*p(2) = 497, but p(62*2) % p(2) = 2
Counter-example: p(63*2) - 63*p(2) = 512, but p(63*2) % p(2) = 2
Counter-example: p(64*2) - 64*p(2) = 527, but p(64*2) % p(2) = 2
Counter-example: p(65*2) - 65*p(2) = 538, but p(65*2) % p(2) = 1
Counter-example: p(66*2) - 66*p(2) = 545, but p(66*2) % p(2) = 2
Counter-example: p(67*2) - 67*p(2) = 556, but p(67*2) % p(2) = 1
Counter-example: p(68*2) - 68*p(2) = 565, but p(68*2) % p(2) = 1
Counter-example: p(69*2) - 69*p(2) = 580, but p(69*2) % p(2) = 1
Counter-example: p(70*2) - 70*p(2) = 599, but p(70*2) % p(2) = 2
Counter-example: p(71*2) - 71*p(2) = 608, but p(71*2) % p(2) = 2
Counter-example: p(72*2) - 72*p(2) = 611, but p(72*2) % p(2) = 2
Counter-example: p(73*2) - 73*p(2) = 620, but p(73*2) % p(2) = 2
Counter-example: p(74*2) - 74*p(2) = 635, but p(74*2) % p(2) = 2
Counter-example: p(75*2) - 75*p(2) = 638, but p(75*2) % p(2) = 2
Counter-example: p(76*2) - 76*p(2) = 653, but p(76*2) % p(2) = 2
Counter-example: p(77*2) - 77*p(2) = 656, but p(77*2) % p(2) = 2
Counter-example: p(78*2) - 78*p(2) = 677, but p(78*2) % p(2) = 2
Counter-example: p(79*2) - 79*p(2) = 692, but p(79*2) % p(2) = 2
Counter-example: p(80*2) - 80*p(2) = 701, but p(80*2) % p(2) = 2
Counter-example: p(81*2) - 81*p(2) = 710, but p(81*2) % p(2) = 2
Counter-example: p(82*2) - 82*p(2) = 725, but p(82*2) % p(2) = 2
Counter-example: p(83*2) - 83*p(2) = 734, but p(83*2) % p(2) = 2
Counter-example: p(84*2) - 84*p(2) = 745, but p(84*2) % p(2) = 1
Counter-example: p(85*2) - 85*p(2) = 758, but p(85*2) % p(2) = 2
Counter-example: p(86*2) - 86*p(2) = 763, but p(86*2) % p(2) = 1
Counter-example: p(87*2) - 87*p(2) = 772, but p(87*2) % p(2) = 1
Counter-example: p(88*2) - 88*p(2) = 785, but p(88*2) % p(2) = 2
Counter-example: p(89*2) - 89*p(2) = 794, but p(89*2) % p(2) = 2
Counter-example: p(90*2) - 90*p(2) = 799, but p(90*2) % p(2) = 1
Counter-example: p(91*2) - 91*p(2) = 818, but p(91*2) % p(2) = 2
Counter-example: p(92*2) - 92*p(2) = 821, but p(92*2) % p(2) = 2
Counter-example: p(93*2) - 93*p(2) = 830, but p(93*2) % p(2) = 2
Counter-example: p(94*2) - 94*p(2) = 841, but p(94*2) % p(2) = 1
Counter-example: p(95*2) - 95*p(2) = 866, but p(95*2) % p(2) = 2
Counter-example: p(96*2) - 96*p(2) = 875, but p(96*2) % p(2) = 2
Counter-example: p(97*2) - 97*p(2) = 890, but p(97*2) % p(2) = 2
Counter-example: p(98*2) - 98*p(2) = 899, but p(98*2) % p(2) = 2
Counter-example: p(99*2) - 99*p(2) = 916, but p(99*2) % p(2) = 1
Counter-example: p(100*2) - 100*p(2) = 923, but p(100*2) % p(2) = 2
Counter-example: p(3*3) - 3*p(3) = 8, but p(3*3) % p(3) = 3
Counter-example: p(4*3) - 4*p(3) = 17, but p(4*3) % p(3) = 2
Counter-example: p(5*3) - 5*p(3) = 22, but p(5*3) % p(3) = 2
Counter-example: p(6*3) - 6*p(3) = 31, but p(6*3) % p(3) = 1
Counter-example: p(7*3) - 7*p(3) = 38, but p(7*3) % p(3) = 3
Counter-example: p(8*3) - 8*p(3) = 49, but p(8*3) % p(3) = 4
Counter-example: p(9*3) - 9*p(3) = 58, but p(9*3) % p(3) = 3
Counter-example: p(10*3) - 10*p(3) = 63, but p(10*3) % p(3) = 3
Counter-example: p(11*3) - 11*p(3) = 82, but p(11*3) % p(3) = 2
Counter-example: p(12*3) - 12*p(3) = 91, but p(12*3) % p(3) = 1
Counter-example: p(13*3) - 13*p(3) = 102, but p(13*3) % p(3) = 2
Counter-example: p(14*3) - 14*p(3) = 111, but p(14*3) % p(3) = 1
Counter-example: p(15*3) - 15*p(3) = 122, but p(15*3) % p(3) = 2
Counter-example: p(16*3) - 16*p(3) = 143, but p(16*3) % p(3) = 3
Counter-example: p(17*3) - 17*p(3) = 148, but p(17*3) % p(3) = 3
Programatically, it does seem to hold for $a = 2$.
I think you'll keep on seeing counter examples for say $a = 3$, as you let $N$ increase in the program. Therefore, this conjecture only holds when $a = 2$.
But according to Jyrki Lahtonen in another answer, there probably exists some point at which you'll stop seeing counter-examples for each given $a$. Thus a general conjecture should start out saying that there exists some $N_a$ such that for all $n \geq N_a$ the statement is true.