Went through the install twice and it is repeatable on my shared hosting server.
The extensions are expecting to rewrite: wp/civicrm?page=CiviCRM&q=civicrm/contribute/transact&reset=1&id=1
But the it is actually here: wp/index.php/civicrm?page=CiviCRM&q=civicrm/contribute/transact&reset=1&id=1
(wp/ is the base install of my wordpress)
It seems Wordpress 4.3 is injecting the index.php file to be rewritten and CiviCRM does not like this. I am having to create amended menu items with the corrected URL, but would like to know if there is a better way to handle this?
I tried changing some of the base url configurations, but then I break the main CiviCRM components and have to restore them manually.