There's none indeed.
Lemma: if $1<m<n$ are coprime integers then $mn+1$ does not divide $n^4+1$.
First observe that for any $m,n$, of $mn+1$ divides $n^4+1$, then it divides $n^4m^4+m^4=((nm)^4-1)+1+m^4$, and since $mn+1$ clearly divides $((nm)^4-1)$, we deduce that it also divides $1+m^4$.
To prove the lemma, assume the contrary. As we have just seen, $mn+1$ divides $m^4+1$ as well. Write $(m^4+1)/(mn+1)=k$, and $k=(\ell m+r)$ with $0\le r\le m-1$. Then $m^4+1=(\ell m+r)((mn+1)=mN'+r$, so $r=1$. So $(\ell m+1)$ divides $m^4+1$. Then $m$ and $\ell$ are coprime: indeed, we have $(m\ell +1)(mn+1)=m^4+1$, so $\ell(mn+1)-m^3=-n$. If a prime $p$ were dividing both $m$ and $\ell$ then it would also divide $n$, contradicting that $m$ and $n$ are coprime, so $m$ and $\ell$ are indeed coprime. We have $\ell<n$ because otherwise
$$m^4+1=(mn+1)(m\ell+1)\ge (mn+1)^2> (m^2+1)^2>m^4+1.$$ So we found a new pair $(m,\ell)$ with $\max(m,\ell)<n$, with $m\ell+1$ dividing both $m^4+1$ and $\ell^4+1$. So, assuming that $n$ is minimal, we're done unless $\ell=1$. This happens if $m+1$ divides $m^4+1$, and since $m+1$ divides $m^4-1$ as well, if this occurs then $m+1=2$, contradicting $m>1$.
(Note: without the coprime assumption the conclusion fails, as $(m,n)=(m,m^3)$ for $m\ge 2$, e.g. $(m,n)=(2,8)$, satisfies $mn+1|n^4+1$.)
Proposition If $p$ is prime then $p^4+1$ has no divisor of the form $kp+1$ except $1$ and $p^4+1$.
Proof: write $p^4+1=(kp+1)(k'p+\ell)$ with $0\le\ell\le p-1$; then $\ell=1$. So exchanging $k$ and $k'$ if necessary we can suppose $k\le k'$.
If by contradiction $k$ is divisible by $p$ then $k'\ge k\ge p$, so $p^4+1\ge (p^2+1)^2>p^4+1$, contradiction. So $k$ and $p$ are coprime, and the lemma yields a contradiction.