I think you might be running into this problem:
https://github.com/caddyserver/caddy/issues/3718
I’ve opened a PR to fix, but it needs to be reviewed closely before being merged.
To confirm, you could download the build artifact from here to try it out to see if it fixes the problem for you: fastcgi: Avoid changing scriptName when not necessary · caddyserver/caddy@d926587 · GitHub (just swap out the caddy binary with the one from that download and restart Caddy)