I'll try and make this short and sweet, I think I already have my answer but I'd like to make sure.

So my wife and I burnt out on Diablo 3 and I was scrolling through the PS Store and found WH40kIM. We tried the local Co Op thing, but after we both ran the obligatory 5 tutorial missions on each of our PS accounts we discovered local Co Op only allowed for the second player to choose from some prefab characters with (what I'm understanding) no saved progress or character development.

Is this just what it is? Does playing Season (or non story mode) allow for 2 player created characters to play together on 1 system (a la Diablo3), or would we need 2 PS4s to play together as player created characters? Thanks in advance for the info.