Ok the problem is solved for me. Why? I don't know. How? Maybe an idea...
I had contact with Playstation support, about the NAT problem. They told me I shall set the MTU to 1473 for LAN (or MTU 1476 for WiFi) on the PS4. I tried, but it didn't work. Waiting to answer, I changed the connection type from Lan to Wifi. Changed the IP on the firewall for the NAT, run the test -> NAT Type 2. Ok, the same way back to Lan, running the test -> NAT Type 2
I don't know why it's working now, but I suppose changing the connection type on the PS4 resets the local firewall or network stack (or something else). I asked Playstation support about this possibility. If I get an useful answer, i'll post it here. Maybe it helps someone to solve a NAT problem as well.
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It seems like you might be using a mobile hotspot. see if this can help https://play.google.com/store/apps/details?id=net.openvpn.openvpn