I don't think it's really a problem. I always thought you had to clear TVHM to unlock Mayhem. And this unlcks after you beat TVHM on consoles.Man I'm really disapointed that they didn't fix the no Mayhem option for TVHM. I have literaly no desire to play TVHM without it.
Have they even mentioned the damn problem?
Maybe the PC version is just bugged andet's you use Mayhem mode early. I just rushed through TVHM to unlock it.