We construct a categorification of parabolic Verma modules for symmetrizable Kac-Moody algebras using KLR-like diagrammatic algebras. We show that our construction arises naturally from a dg-enhancement of the cyclotomic quotients of the KLR-algebras. As a consequence, we are able to recover the usual categorification of integrable modules. We also introduce a notion of dg-2-representation for quantum Kac-Moody algebras, and in particular of parabolic 2-Verma module.