*Note - This cannot allow you to download faster than your ISP provides unless you were to download the package file at another location.*
Another good reason to do this is would be if you have a bandwidth cap at your home but do have access to unlimited internet some place else. This way you can download 95+% of the game w/o having to use your bandwidth up.
Your PC and PS4 must be on the same local network.
The program I use is PSX Download Helper. Link to the original site here.
The program is in Japanese but you can change it to English.
If you don't want to bother changing it from Japanese to English, I already created a package with English selected here.
What you wanna do is launch PSXDownloadHelper.exe and will end up with this screen.
Make note of the IP the program gives. This IP is the one given to your PC on your local network.
You then want to go on your PS4 to Settings > Network > Set up Internet Connection
You should already have either Wifi or Ethernet selected based on how you are connected.
Click again and you should be prompted with this screen.
Choose Custom and then keep hitting X until you come to the Proxy Server Screen. Choose Use and under Address type the IP that was showing in the program's window from earlier as well as the port if it's different. Then in the program hit start. Back on your PS4 hit X to advance through the connection wizard and choose to test internet connection. If all was done well your connection should be successful.
Now go to your Library and choose to download the game. Right after it starts go to Notifications > Downloads and pause it. You should then have a link pop up back in the program.
This link is the link to the game package. You can hit copy and then paste into a browser and start downloading it. Or if you have a bandwidth cap, you can choose to copy the link to a text file and then when you're at a place with unlimited bandwidth start the download then.
Once done you want to find the file. Usually in your downloads folder on your PC.
You then will either drag the file over or choose browser in the program. I dragged it over to here.
Now you go back to your PS4 to Notifications > Downloads and unpause the file that was being downloaded. If done right you should see the file being downloaded at an insane speed as it's downloading from your PC and not the internet now.
You'll also notice in the program more log files popping up.
IMPORTANT - After you do this go back into network settings and make sure you set proxy server to "Do Not Use" Otherwise you would need to have the program running all the time to play online on your PS4.