You may need to set up a demilitarised zone on your router. Some programs trigger firewall software built into the router. Different programs trigger different routers. I had to create a DMZ on the IP address of the PS4 on my own router so that my son could play R6 Seige. If you have internet access through your browser, it is definitely a firewall issue.
Try also disabling your antivirus for testing purposes. If it fixes it, move to something like AVG. Its free and I haven't had it conflict with anything so far.
