I give a different presentation of the cofinite idea, that uses a wonderful theorem of Sierpinski.
Let $X$ be any homeomorph of $\Bbb N$ with the cofinite topology - all we need is countability. $X$ is both connected and locally connected, as evidenced by the fact that any cofinite, hence (countably) infinite, subset is connected (if $A$ is open and cofinite, its complement is by definition finite so it can never be open as the parent space. Countability is not needed here.
Countability comes into play in the following observation. By the Sierpinski Theorem on Continua, if a nonempty continuum $Y$ is expressed as a countably infinite disjoint union of closed subsets $\{F_n\}_{n\in\Bbb N}$, then exactly one $n_0$ is such that $F_{n_0}=Y$ and all other $\{F_n\}_{n\in\Bbb N\setminus\{n_0\}}$ are empty.
Any path $\gamma:[0,1]\to X$ pulls countable disjoint families of closed sets back into countable disjoint families of closed sets. In particular, every singleton is closed in $X$ and $F_n:=\gamma^{-1}(\{x_n\}),n\in\Bbb N$ is a countably infinite, disjoint family of closed subsets in $[0,1]$, where $\{x_n\}_{n\in\Bbb N}$ is any enumeration of $X$. By the Sierpinski theorem, and the standard fact that $[0,1]$ is a topological continuum (in Euclidean subspace topology), all but one of the $F_n$ are empty and exactly one is the entirety of $[0,1]$ - say $F_{n_0}$. Then $\gamma$ is the constant map to $x_{n_0}$.
This concludes that the only paths in $X$ are the trivial constant paths, so $X$ is not path-connected despite its global and local connectivity.