I had this issue as well it then disappeared and I contacted them. Turns out the couldn't connect the gas and we were apparently with the previous tenants company (who I have no idea) I would contact them and find out if it is the same situation. Because the longer you wait the more messing around it is as you have been at the address for longer. We still do not have ours connected and it's been a month of calling them up. Super frustrating!
Welcome to AGL Community!
There can be a few reasons why your gas account is still showing as in progress, given that you've organised your transfer 4-6 weeks ago, we still may be waiting for your transfer reading to be completed. Once your transfer reading has been completed, your account will then be established and you'll receive a confirmation notice from AGL.
You can get in touch with us directly on your AGL My Account here and sending us a message, we'll then be able to check that for you.