So I managed to change my pledge to PS4 digital.
If you also have a PS4 and wouldn't mind a copy for that:
1. Go to your fangamer backer survey page at
https://fulfillment.fangamer.com/kindling/shenmue3/
2. Login or use your KS link sent to your email.
3. Go to CHANGE YOUR SURVEY ANSWERS.
4. Scroll down and switch Steam to PlayStation Digital Download.