Bridging connection in a college dorm?

My roommate bought a PS4, but the internet security methods they use at our school blocks most outgoing connection aside from web browsing. Netflix and streaming works fine, but most video games can't connect, including Steam, Xbox Live, and PSN. I use a VPN to play overwatch and steam on my PC and Laptop, but I'd like to figure out a way to access the Playstation Network on Ps4.

For some reason, Internet Connection Sharing and simply briding the connection makes the PS4 acknowledge the internet, but fail to obtain an IP address. Anyone know how I can accomplish this?