Remember folks, CGI scripts must be executed by the web server. There's an important clue in there somewhere about the file permissions they must have.
Also, although the PHP interpreter doesn't mind, CGI (with Apache on Linux) won't accept DOS line-breaks (I think the line-feed on the she-bang line breaks the interpreter path).

But most of all, the logs are your friends. Had I remembered that simple truth, it wouldn't have taken me nearly so long to rediscover the first two.

Apologies for the lack of new posts, but I've found something to be really quite busy on. All will be revealed sooner or later.