The following is PHP-FPM (PHP 5.5)
php-cgi.exe -b 127.0.0.1:9000
The following is mod_proxy_fcgi (Apache 2.4)
The first way
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I think this is a bug in mod_proxy_fcgi, connected to an issue resolved in Apache 2.4.12 onwards:
mod_proxy_fcgi: Remove proxy:balancer:// prefix from SCRIPT_FILENAME passed to fastcgi backends. [Eric Covener]
Here is a link
Unfortunatelly it was not good enough as Apache is sending the SCRIPT_FILENAME with a starting slash, similar to \c:\fileName.php, which is not resolved as a local file name and is never executed. You may verify this using a network sniffer(Wireshark) listening on your FastCGI port.
I will be more than happy to see this issue resolved officially since I am not confident in recompiling Apache by myself and so I am using distributions from apachelounge.