The application of fluorescent crystal media in wide-range X-ray detectors provides an opportunity to directly image the spatial distribution of ultra-intense X-ray beams including investigation of the focal spot of free-electron lasers. Here the capabilities of the micro- and nano-focusing X-ray refractive optics available at the High Energy Density instrument of the European XFEL are reported, as measured in situ by means of a LiF fluorescent detector placed into and around the beam caustic. The intensity distribution of the beam focused down to several hundred nanometers was imaged at 9 keV photon energy. A deviation from the parabolic surface in a stack of nanofocusing Be compound refractive lenses (CRLs) was found to affect the resulting intensity distribution within the beam. Comparison of experimental patterns in the far field with patterns calculated for different CRL lens imperfections allowed the overall inhomogeneity in the CRL stack to be estimated. The precise determination of the focal spot size and shape on a sub-micrometer level is essential for a number of high energy density studies requiring either a pin-size backlighting spot or extreme intensities for X-ray heating