I got it! It's something with the cancel button (circle) in PS4.
What happens is when I cancel my turn is that it also cancels sneak.
Now if I hold down the circle button until all enemies finish their turn, then hit the Triangle button, then release the circle button, then I don't cancel out of my sneak. The triangle button brings up the menu, so letting go of the circle button will cancel out of the menu and not sneak.

I'm pretty sure this is a bug, unfortunately.

Thanks for the help guys!

Last edited by Bendigeidfran; 28/03/16 01:15 PM.