I still have not received my electronically filed federal return. It will be 21 business days tomorrow. We have been waiting 4 weeks now. I’m starting to get worried.

 The "21 days" is not a magic number.  It's only an estimate that the IRS provides in normal years; i.e., they say most filers who efile and choose direct deposit will receive their refunds within 21 days.  That means a considerable number do not.   Anything that required any manual review/processing could add to the length of time.    If it goes on much longer, you could try to phone the IRS (not easy), if you wish, to see if you can learn anything about the delay (we can give you some tips on how to phone them.)   There are some things you need to check first, however:

If you efiled, double-check to be sure the returns were efiled successfully and accepted.
If you used Online TurboTax, you can sign into your Online Account and check the efile status at the Tax Home.  If you used the desktop product (CD/download), you can check from inside the software.

If that showed it was accepted, you can use the "Where's My Refund" tool at the IRS website below to monitor the status of your Federal refund.  
https://www.irs.gov/Refunds

NOTE:

• When using that tool,  be sure to enter the correct SSN and filing status.  
• For the refund amount, use only the Federal refund amount, and not any total refund amount that includes a state refund.
• If you chose to pay TurboTax fees out of your Federal refund, then be sure to use the Federal refund amount before any fees are to be taken out.
• The amount to use is on your Federal Form 1040, Line 35a.
• If the IRS WMR tool doesn't find your info, you can also try phoning the IRS refund hotline.  I've seen it work for some users when the WMR tool didn't.  800-829-1954