As you already know, Microsoft Dynamics Ax does offer a native PDF support which works fine in most cases. The code for this has been written in X++. Unfortunately this might cause some performance problems for large PDF-documents, since X++ is an interpreted language and does not support very well multithreading.
So if you want to print large documents to a PDF-file, you should try an independent PDF-creator like this one. There might exist better one on the market, but at least this one is free, open-source and worked fine for me. The advantage of not using the native PDF-support for large documents is that using the printer-driver is much faster.
The next time you’re waiting dozens of minutes (or perhaps some hours) for the PDF-file, try an external printer-driver.