Answer to Wei Dai: It's a parameter you need to set to implement your values; but I don't know how you set it. That's the problem I'm pointing out. Resolving whether this was an instrumental value or not would solve the problem.

If I understand you correctly, you're thinking of utility functions as f(p,U), were U is the state of the universe and p is some parameter. Here f is your values and p is the parameter. If that's the case, I don't understand the distinction your making by separating out p, i.e., why not just work with F(U)=f(p,U). If there's uncertainty about the value of p, how is that different from uncertainty about your utility function?