So I'm not even sure if this is possible, but I thought I'd give it a shot anyway. I use private Internet access VPN on my laptop, phone etc. I wish to use it on my PS4 too.
Now, I am aware that this can be done a number if ways, the best either being directly connected with a crossover cable to the laptop, or having the VPN set up on the router. I much prefer the sound of having it set up on the router.
However, is it possible to have a single IP address using the VPN? For example, if the PlayStation had a static ip address of 192.168.0.10, could I configure the VPN on the router, just for the device with this IP address? Or a particular address range?