I think there's some sort of problem with my NAT on my vita. I can't for the life of me get in a match in Killzone, Dive Kick, and previously I sold Dead or Alive 5 because of the same issue. In comparison, I can get a match in Dive kick and DOA 5 on ps3 no problem.
Also, a few days ago I found out that Hori made a Comfort Grip. I'm a sucker for Hori products, but literally NO stores in the U.S. are selling it. Had to settle for UK amazon, but even there it's on back order. I could pay a little more but hopefully they will get more stock, pretty stupid how this thing seems to be out of stock everywhere besides UK -_-
I've had problems with online play on my Vita too. I think I completely fixed it though. A few days ago, I opened up a certain port range ( Port 49167-65535 UDP) for my Vita on my router's settings, and set a static IP address to the VIta (so that port range knows specifically what IP address to have those ports opened up for). Make sure you have NAT type 1 or 2 instead of 3. Ever since I did that, I got into every single KZ match I have tried. Before that it didn't work 95% of the time.
Edit: Here, try following these guidlines. They're the ones I used.