Mail user (or application user) is unable to change password through link option:
"To change the mailbox password, change a password of a corresponding Panel user account by following this link"
It shows the error:
Warning: Permission denied.
The issue is considered to be a software issue, internal request ID #PPPM-483 .
This issue is fixed in Plesk Panel(PP) 11.5 (there is no such link at Mail settings tab for).Due to the reason that mail user account password and local email password are the same and could not differ, suggest customer to change account's password as a workaround:
Login as mail user
Open Account tab > My profile
Change password at "Panel Preferences"