Dear Francis,

thank you very much indeed for taking the time to help me out. It seems that - with your help - I made it! :-)
I inserted the "invalid_referrer" check within the "location ~* \.php$" block like you suggested and it works like a charm now!

It looks like this:
<-- SNIP -->
location ~ \.php(.*)$ {
valid_referers server_names;
if ($invalid_referer) {
return 403;
}

include fastcgi_params;
fastcgi_intercept_errors on;
fastcgi_index index.php;
fastcgi_param SCRIPT_FILENAME $document_root$fastcgi_script_name;
try_files $uri =404;
fastcgi_pass 127.0.0.1:9000;
error_page 404 /404page.html; #makes nginx return it's default 404
# page instead of a blank page

}

<--SNAP-->

Again, thank you for your fantastic help!

Kind regards
-Amitz