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What problems did you ran into when running the Proxy? Did you see any traffic from the PS4 after configuring the proxy settings on it?

If proxying does not work, the easiest solution (IMHO) would be to buy a simple managed switch with the option to do port mirroring. I have a "Netgear ProSafe GS108Tv2" for this purpose. I also have an old hub (bought second hand as you will have a hard time finding a new one), but I actually never use it.

Have a look at the WIreshark wike page on capturing packets for more options and some background.