API add() and save() requests throw ‘Request not executed yet’ error message

A customer of ours who uses PHP 5.5.6 with nginx and php-fpm   tried to use a generic php API code (creating an affiliate) and when the add() function was called it threw:  ‘Request not executed yet
What was the solution? Let's read what the customer wrote:
"zend.ze1 was set to off, and everything was ok. To figure this out i had to enable verbose logging on PHP-FPM daemon. 
ini_set could not get pass this when running as fastcgi. "
To quickly find out what is your case, use $session->setDebug(); in your API code and debug messages will let you more.