When connecting two PS4's through the same router, access your router settings and make sure you have UPnP turned on, and port forwarding turned off. Turn off NAT acceleration. Turn off any firewalls that could be blocking ports. You should also assign each console a static IP address. After saving all the settings, clear your console's cache, and power cycle your router/modem. After powering back up, perform an Internet connection test on each PS4. After doing the above, if you still can't join one another, you may have an issue with your router. If so, you should try a different router. I would borrow one first before buying one because you may have the same issue with a different router. If you need help figuring out how to do any of the above, a Google search will help, as well as Bungie's [url=https://www.bungie.net/en/Support/Troubleshoot?oid=12915]network troubleshooting guide[/url].