When you create a subdomain in Plesk a DNS record will be added to the domain’s DNS zone. Therefore any additional CNAME record for the subdomain shouldn’t be added manually.
After the creation of the subdomain in httpdocs, the directory of this subdomain default index.html file should be placed. If the subdomain was created with this default method, you should be able open it at the address https://blog.domain.com and see the default index.html content there. If it works fine, all content from httpdocs should be removed and WP files can be placed just as you described in this post.
If it doesn’t work, details can be found in /var/www/vhosts/domain.com/statistics/logs/error_log file.
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