Can you confirm EE so that you install the WordPress in a folder, like example.com/WP?
You can't install sites in a directory, unless you are able to hack the rewrite rules and cache keys by yourself.
Out of the box EE only handles WP installed on root of domain or subdomain.
@portofacil is right. EE doesn't support WordPress installation in a subfolder. You can follow these link to get any solution:1. Nginx WordPress Codex2. Nginx Rewrite Rules