Find Game doesn't do anything... there is no host option. Seems like a waste to connect over the internet when the PS4s are in the same room.
EDIT: Another question that I can't seem to find an answer on... while playing act 1 my son and I experienced something new with RoS. Strange music/drums play and then a few seconds later a boss shows up... it also appears to vanish if anyone dies. What is this? Happened to us twice.
EDIT: Answered one of my questions. Nemesis is the monster that shows up.