I do not recommend at all to use the Pro edition to protect one or more WP sites: it has much less options/features and, most important, it lacks all WP security rules! So the WP edition is really your best bet. If you have 2 or more sites, you need to install one copy per site.
You are running CGI-FCGI, therefore you need to use a PHP INI (I assume "php.ini"). But it seems that your Goddady hosting account will never let you use one in a subfolder.
It is still possible to bypass such restriction. Check our blog about installing multiple copies of NinjaFirewall with HHVM (which allows only one php.ini file), specially the "Multiple-site installation" chapter: Installing NinjaFirewall with HHVM.
You will need to create the "php.ini" file in the main public_html folder. Regarding the "route.php" script, you could create it in the same folder, or inside the WP subfolder, it is not too much important.
During the installation, select HHVM as the "Server and SAPI".
However, if one day you want to uninstall NinjaFirewall, remember that you will need to remove the instruction from the PHP INI first, and then to uninstall it from the WP admin dashboard, because the uninstaller will not be able to find the PHP INI in the parent directory.