First of all ¿why take so much? is possible optimize it?
You can split the process but this requiere re-work. You can move all or some of the LOGIC process in the client and let the hard process in the server. A year ago, i'm have a process take 20 min. Put all in the client ARGGHH. All in the server take 40 min. Spliting in client and server(ok, i need try a lot of ways first) and the process go to 5 min! Include the user interaction!
Other ways is in the SP use a call to a com server (exist a sp for that, but not remenber the name) and notify it, or send a email, or write to a file and use a system hook for check that file... etc...
Or you can simple say to the user " This is in process, please go to home or eat a pizza!" and use a email to notify failure or succes...
But first, if you can, rethink the process...
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