Just spent 2 hours on the phone with Square-Enix and PlayStation. Which could probably be summed up as hour in a half with SE and 30 min with PlayStation but anyway. This helped me so I am passing it on to you.

If you purchased Heavensward Collectors Edition then go to Mog Station and see if it has it labeled Heavensward Early Access under your Standard Account. If it does then go to your PSN Account Management and look under your Available Services. If it says Heavensward Early Access under Final Fantasy XIV then it is a licensing issue between PSN and your PS4. Go figure right?

Uninstall the game and go to your library and reinstall it with Heavensward. Then you should be good. Just a time consuming pain in the butt. Hope this helps you too.