If i use a keyboard with controller on PS4....

[Niwashi]

Is direct chat on or off?

It's lit up in yellow next to it, should it not be?

If that option is marked, then you don't need to hit Enter in order to begin chat. Just start typing and it will go to the chat box.

(If you didn't have it checked, then you'd use Enter to move focus to the chat box. That would allow using the keyboard alternately both for chat and for keyboard shortcuts.)