The USB on the speaker does not carry Audio, it is there for Power Out and possible to hook up to a PC for flashing all depending on what speaker you have. Please view the owners manual and it will tell you want it is exactly for.
https
/www.youtube.com/watch?v=RQDj9GtXs1o
Buy USB Bluetooth dongle
A Bluetooth speaker should pair as a headset but you can make it work under headphone without the mic.
Or Use a Vita since it will pair to anything under Bluetooth then you can just link the Vita to the PS4.