Legitimately

Physical

All discs work. All episodes that are entitled to you for the specific copy are downloadable and work fine. The S2 Japanese copy has all episodes pre-installed. This is not the case on any other physical copy of Season Two. along with this, the S2 Japanese release cannot recreate a S1 save, likely because S1 never released in Japan. 

Discs are playable on PS5 with no issues.

Yarr!

Homebrew

You need a jailbreakable PS4. You must to be on firmware 13.00 or lower. (As of August 2025.) ConsoleMods has a detailed thread for all jailbreakable firmwares that's regularly updated.

If the thread recommends you update to a newer firmware, you need to install an update via USB. PS4 firmware update files can be obtained here.

The best place to get a pkg is dlpsgame. Download link here.
PKGs are easily installable via the GoldHEN Package Installer menu, but you probably know that already if you have a modded PS4.

While MCSM was never released on the Vita (although it was (supposedly) planned to release alongside the Wii U version), it's worth mentioning that MCSM is playable on the system via remote play with an internet connection and a PS4 system.