No internet connection while game is active

So here’s my problem, when I launch the game, I cannot play online, but my whole internet is stopped, literally, but when I alt+tab, no problem at all, internet is fine, I don’t understand how it happens and I need help. Thank you!

I am on Ps4 and the problem seems to be Shift related, the internet is working fine but the games (both TPS and BL2) are having serious trouble. Tried to link with brothers (in the same house) and kept getting kicked out, it will not go online.