GL-MT300N-V2 connected to PS4 and suddenly need Proxy?

Hi there,
I use my GL-MT300N-V2 in a Hotel room. My Cellphone and Tablet connected via Wlan to the mini router and they’re working as aspected. Now I try to connect my PS4 and it doesn’t matter how I try to connect it (LAN or Wlan) the PS4 asked for a PROXY server and cancelled the process. I then opened the required PSN TCP and UDP Ports, but that didn’t solve the problem.
Then I connect my son’s Cell, as a test, via Wlan to the same GL-MT300N-V2 Wlan, and no problem. I have no idea how to solve this:(
Thanks for your help.
PS: Because of a captive portal, I had to turn off the DNS Rebinding Attack Protection.

I don’t have a PS4.

When it asks for a proxy server, does it mean it cannot connect to the Internet or cannot find its server?

Do you have vpn configured on the router? If you have you can try to disable the vpn. If you don’t have you can try to configure one and try.

Seems PS4 has problems connecting to the Internet, maybe a port is blocked etc.
I search and here is a post but it does not find the problem.

Here is a video about the exact problem but it will not help. It only make you click the unlick button.

Thank you for the answers. I solved the problem, I now use the internal VPN client. I don’t know what was the problem, maybe it was because of the captive portal.