Thank you for the question.
The letter p in the situation you describe should not be preceded by an English Letter Indicator.
As Nemeth Code section 27.g says, 'The English-letter indicator must not be used with any letter or combination of letters which are neither "single letters" nor "short-form combinations" in situations not specifically covered (see §§26, 27, 28, and 51).'
P.S. The p you describe is not a "single letter" according to Nemeth Code section 25.a.vi.