Nginx return 404 custom in IF statement

I configured my page 404

error_page 404 /erreur/404;

Everything works well, except when I return 404 in if statement, I get the 404 not found by Nginx.

My code:

location ~ \.php$
{
    if ($request_uri ~* \.php) # Block direct acces to [files].php
    {
        return 404;
    }

   fastcgi_intercept_errors on;
   try_files $uri =404;
   fastcgi_pass 127.0.0.1:9000;
   include fastcgi_params;
   fastcgi_param SCRIPT_FILENAME $document_root$fastcgi_script_name;
}

Code (markup):