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If it is stuck and not responding, then you have to force turn off the Mac. Press and hold down the Power button for 5-10 seconds and it will turn off. Then turn it back on normally.
Are all the files transferred ? If not, then you have to start the process again. It is normal get stuck during the process. Also transfer through WiFi will be slower. If your Macbook Pro has thunderbolt port, then I'd recommend to buy a Thunderbolt cable and use it to transfer as it will only take less than an hour to transfer them to your new Mac
Let me know the results please.
Sorry for the delay. What is the total space of your Macbook Pro and Macbook Air ?