If Wordpress has the best plugin to protect against hotlinking, Coppermine Gallery should have something to protect the full-size images in addition to documents, music and videos.
In the example you mentioned, to capture the query_string and return to the page with the intermediate image is difficult.
Here's an htaccess file, only for coppermine gallery, as follows:
<Files ".htaccess">
Order Allow,Deny
Deny from All
</Files>
RewriteEngine On
RewriteCond %{REQUEST_FILENAME} -f
RewriteCond %{REQUEST_FILENAME} \.([Bb][Mm][Pp]|[Jj][Pp][Ee]?[Gg]|[Gg][Ii][Ff]|[Pp][Nn][Gg])$ [NC]
<FilesMatch "^(normal_(.*)|thumb_(.*)).([Bb][Mm][Pp]|[Jj][Pp][Ee]?[Gg]|[Gg][Ii][Ff]|[Pp][Nn][Gg])$">
RewriteCond %{HTTP_REFERER} !^$
</FilesMatch>
RewriteCond %{HTTP_REFERER} !^http(s)?://(.*)?example.com [NC]
RewriteCond %{REQUEST_URI} !^/example\.jpg$ [NC]
RewriteRule \.([Bb][Mm][Pp]|[Jj][Pp][Ee]?[Gg]|[Gg][Ii][Ff]|[Pp][Nn][Gg])$ http://example.com/example.jpg [R,NC,L]
RewriteCond %{REQUEST_FILENAME} -f
RewriteCond %{REQUEST_FILENAME} \.(7z|aac|arj|as(f|x)|avi|bz2|divx|docx?|f4(a|v)|flv|gtar|gz|lzh|m4(a|v)|midi?|mkv|mov(ie)|mp(2|3|4|e?g)|og(g|m)|pdf|qt|ra(m|r)|sw(c|f)|tar|tgz|wm(a|v)|zip)$ [NC]
RewriteCond %{HTTP_REFERER} !^$
RewriteCond %{HTTP_REFERER} !^http(s)?://(.*)?example.com [NC]
RewriteRule \.(7z|aac|arj|as(f|x)|avi|bz2|divx|docx?|f4(a|v)|flv|gtar|gz|lzh|m4(a|v)|midi?|mkv|mov(ie)|mp(2|3|4|e?g)|og(g|m)|pdf|qt|ra(m|r)|sw(c|f)|tar|tgz|wm(a|v)|zip)$ http://example.com/example.jpg [R,NC,L]
On the other hand, you can see that the intermediate images and thumbnails are not protected. This is necessary for google indexing these images and also allow sending images intermediate or thumbnails to your own forum or blog, facebook, google+, etc.
Documents, music and videos must allow blank referrer. You can add or remove file extensions as needed.
Note: To be used in the root folder. Do not forget to replace example.com with your domain and example.jpg your image to redirect.
This file should not give errors but if it happens just delete it.
Best Regards.
--Edit--
Added extensions case sensitive