Nftables for PS4 and COLD WAR?

you can't run nftables and iptables together. So if you want to run nftables you must convert your whole firewall to nftables.

we had some difficulty with that when we tried it last, but maybe with updated versions of OpenWrt it has gotten better?

Take a look at the first few posts of the old thread: QoS and nftables … some findings to share it should get you farther. You need to enable NAT for nftables etc. I should show how that works in the first few posts of that previous thread.