This is a problem I've come across in my exam studies, and neither me nor my friend in the same course have been able to solve, so it would be good to see how it's done before the exam in a couple of days.
If we let $D = \{ e \ | \ \forall p$ prime$: \varphi_e (p) \downarrow \}$, it can be seen that $e \in D \iff \forall p \exists s R(p, s, e)$, where $R(p, s, e)$ is the computable relation: $(p $ prime $ \implies \varphi_e^s (p) \downarrow)$.
I.e. $R(p, s, e)$ iff $\varphi_e$ halts on prime $p$ within s steps of the computation, or $p$ isn't prime.
So $D$ is $\Pi_2$, and hence it needs to be shown that $D$ isn't $\Sigma_2$, I.e. there is no computable relation $Q$ such that $e \in D \iff \exists t \forall s Q(t, s, e)$.
Another tact would be to show $D \not \leq_T 0'$ or $D \not \leq_T K$, where $K$ is the halting set $\{ e \ | \ \varphi_e (e) \downarrow \}.$
Taking many more liberties, I think I may have that $K' \leq_T D$ (which contradicts $D \leq_T K$), but my argument is iffy at best. It relies on being able to compute (for a given index $n$ in an enumeration of oracle machines $\Phi_n^K$) $m$ such that $\varphi_m = \Phi_n^\emptyset$, and the notion that $\Phi_n^\emptyset$ is total if $\Phi_n^K$ is.
– G. H. Faust Jun 28 '14 at 20:42