Yes, they are directly uploaded from Pixiv. AFAIK, you need to be logged in to be able to upload properly with the source URL. I have no idea how you can actually see the pic if your problem is a referrer error.
I'm logged in and can see the pic; but probably Danbooru's http agent isn't and only gets a 403.
Does it really work for you to put the image URL in the upload form and submit? I've tried several times with different pics and it always failed: "Preview couldn't be generated (error code 4)".