I’m not sure if you’ve found a solution yet, but I was in the exact same situation as you. I moved a site into a subdomain but still existing in the root directory as per the codex, changed the permalinks, modified the .htaccess file and ran into the same problems.
To fix this, I just changed my Site Address URL to match the WordPress Address URL (the subdomain address) and everything started working right. My permalinks were showing the subdomain address, I can preview my changes again, no broken links and my home site was still pointing to the subdomain. Hope this helps!
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