PHP-FPM Primary script unknown, but SCRIPT_FILENAME is set correctly [duplicate]

I'm using Nginx 1.5.12.1 with PHP-FPM for PHP 5.6.5 on CentOS 6.6 x64. When I visit any page, I get a 404 with the error:

File not found.

My PHP-FPM error log doesn't say anything useful, but my Nginx error log:

2015/04/02 10:25:44 [error] 24689#0: *35 FastCGI sent in stderr: "Primary script unknown" while reading response header from upstream, client: 172.31.42.64, server: _, request: "GET /_index.php HTTP/1.1", upstream: "fastcgi://127.0.0.1:9000", host: "www.dev.example.com"

At this point, you are probably thinking that SCRIPT_FILENAME is configured incorrectly. It's not, or at least appears correct to me. If I fire up a packet sniffer and dig into the connection between Nginx and PHP-FPM, I can see that the variables are set correctly:

• SCRIPT_FILENAME is /opt/example/_index.php
• SCRIPT_NAME is /_index.php
• DOCUMENT_ROOT is /opt/example
• REQUEST_URI is /_index.php
• DOCUMENT_URI is /_index.php

The script is indeed located at /opt/example/_index.php, and the document root is /opt/example. Do you see anything wrong with those variables, as passed to PHP-FPM?

Assuming that they are correct, I guessed that PHP-FPM didn't have access to the files. I set everything to 777, including the entire example directory. That didn't solve the problem.

What are some other reasons that PHP-FPM would return "Primary script unknown"? How can I further debug the situation? Are there any other permissions that PHP-FPM needs to do it's work?

Edit: I've found that if I run PHP-FPM as root, my problem is resolved, so this is going to be some sort of permissions problem but I don't know what since the scripts and directories they are in are wide open.