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When you tether via any mobile device, the Playstation will automatically change your NAT to NAT Type 3, which means that access is restricted. You have access to the internet but you'll be unable to download/upload any data.
I'd recommend trying to change you DNS to Google DNS (22.214.171.124/126.96.36.199).
You can do this by following these steps:
Let me know how you get on.
As this is a restriction put in place by Playstation, it’s not something we can change from our end, on your account.
The Google DNS settings Amanda mentioned above, usually allows unrestricted tethering access as it’s a trusted domain.
There may be other forum users on here, who can offer further workaround suggestions though.