10p = 10pf, 33p = 33pf
I've never heard of a p type capacitor, that applies to a Fet.
A 10pf might be marked 10, 10p or sometimes 100
A 33pf might be marked 33, 33p or sometimes 330
(the 0 on the end means no multiplier, if it were 1 it would mean one 0, 2 would means two 0's and so on)
If your transmitter doesnt appear to work its probably off the fm band frequency wise, try bending the end few turns on the coil closer togther and further apart, that'll shift its operating frequency, if you still cant get it to work try rewinding the coil with 8 turns, 5 is a bit low.