Permalinks partially working

http://www.mydomain.com/wp/my-article Does not work, but should
http://www.mydomain.com/my-article But this works

I have WordPress installed in a directory, /wp/ which has been working until I change the version of PHP from 5.3.3 (Apache module) to 5.3.3 (fastCGI).

a. Permalinks is set to http://www.mydomain.com/wp/sample-post/
b. htaccess in the root includes the recommended permalink mod_rewrite code
c. All permalinks and menu links look correct.
d. My home page is in the root, but displays at http://www.mydomain.com/wp/
e. WordPress Address (URL) = http://www.mydomain.com/wp/
f. Site Address (URL) = http://www.mydomain.com/wp/ But if I change it to http://www.mydomain.com and Save, it is ignored and reverts to http://www.mydomain.com/wp/ . I Can find no overrides in config.php etc
g. Plesk server

I am happy to pay an expert to investigate and fix this.