Routers will not have much of an issue handling large amounts of leases. If you are handling 2,046 users though, you are going to run into problems over wireless (I'm assuming since you are doing an outdoor event this is about wireless).
You have to remember that the access points, depending on the chipset/hardware, can only talk to a handful devices at a time over the air. If you have 2,046 all trying to talk to a single access point you are going to have major issues with devices fighting for air time. For something like you are trying to do, you are going to need a distributed wireless system. You need to break up the clients across multiple access points and use some QoS to ensure good connectivity across all of the clients. Please do not expect to purchase a single wireless router to handle something like this. Usually for large scale events, engineers will plan out things in advance to get the best coverage.
If you are using this router for only DHCP (as in you already have a large scale wireless deployment on site), any MikroTik should be able to handle the leases. Your decision should just depend on how much traffic you are going to push. You could also get a stack of routers, vlan tag the access points and distribute the DHCP load across multiple routers.
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