As far as I can tell, if you use a non-standard $conf['cachedir'] (that is, one that isn't $conf['datadir'] . '/_cache') then the cache will never be purged, because the purging operation is looking in the wrong folder. This will lead to "nonexistent wiki page"-style links, even after you create a page.
I don't know if you want/accept patches (or what format), but it's a trivial fix.
From the latest daily build, common.php:596 is:
But parserutils.php:71 is:
$purge = $conf['datadir'].'/_cache/purgefile';
I just changed that last line to be like common.php:
$purge = $conf['cachedir'].'/purgefile';
And everything works fine for me now.