You need to set a document root with the root directive, either within your location ~ \.php$ block or inherited from the outer server block.
The solution may be to move the root c:/Users/Youri/PhpstormProjects; line out of your location / block into a position above it.
Usually fastcgi_param SCRIPT_FILENAME $document_root$fastcgi_script_name; is the correct method to specify the full path to the script, whereas SCRIPT_NAME is usually just the last element.
Like this:
server {
...
root c:/Users/Youri/PhpstormProjects;
location / {
index index.html index.htm index.php;
}
location ~ \.php$ {
fastcgi_pass 127.0.0.1:9000;
fastcgi_param SCRIPT_FILENAME $document_root$fastcgi_script_name;
include fastcgi_params;
}
}