On the PS4, log in to the US psn account that downloaded the game, then...
- [Settings] > [PlayStation Network/Account Management] > [Activate as Your Primary PS4] > [Activate]
Log out, log in to the psn account (whichever region) that has a PS Plus subscription, do the same. (Paragon is an online game, you need a PS Plus subscription to play. It doesn't have to be the same account playing that has PS+, but at least one psn account on the same PS4 must have PS+.)
For that matter, just do the same for every psn account that you have on the PS4.
One PS4 can have up to 16 psn accounts. Each and everyone of them can activate that PS4 as its own "primary ps4". Ppl always get confused with the concept. The fact is, a PS4 does not have such thing as a "primary account", all 16 accounts are equal. It is the reverse, each account can exists on 2 PS4s, so each account have to activate 1 (of the 2) PS4 as its "primary ps4". The significance is that on the "primary ps4" of an account, things that the account owns (games downloaded like Paragon) as well as PS+ benefit of playing online is shared with all other accounts on that same PS4.