I experienced the same issue today on a fresh new installation v4.0.0:
2019-05-10T11:54:20.000Z [INFO] [-] [core] [outbound] Sending email as a transaction
2019-05-10T11:54:20.000Z EACCES: permission denied, open '/app/haraka-config/config/dkim/mydomain.net/private'
2019-05-10T11:54:20.000Z [NOTICE] [-] [dkim_sign] skipped: no private key for mydomain.net
2019-05-10T11:54:20.000Z [INFO] [-] [core] [outbound] Processing delivery for domain: mail-tester.com
so it seems that this bug is still out there...