The aforementioned Headset Companion App is a free application that can be downloaded from the PlayStation Store. It allows you to set different presets for specific games, game genres as well as having movies and music profiles. The application will be updated automatically when launched as long as you are connected to the PlayStation Network.
Final Fantasy XIV came out for the PlayStation 4, as Final Fantasy XIV: A Realm Reborn, in 2014. The massively multiplayer online role-playing game has gotten two major expansions since: Heavensward and Stormblood. Horizon: Zero Dawn came out exclusively for the PlayStation 4 on the 28th of February but did not get a custom audio mode until the above-mentioned update to the companion application.
The PlayStation Platinum, Gold and Silver Headsets all feature 7.1 Virtual Surround Sound. The newer Platinum version also comes with added 3D audio support. If you are interested, you can buy the three Sony gaming headsets with the following links from Amazon: Platinum, Gold and Silver.