What are the rules when placing protection diodes into a power supply schematic? More exactly, I have the attached schematic and I placed the protection diodes (D2, D3, D4 all of them 1N4007). Those protection diodes are for the protection of the power supply when I power inductive loads, for example motors.
Motors and inductive loads can push current into the supply, when that happens D2 and D3 limit the voltage across Q1 and U1 to prevent damage. Q1 already has a build-in diode but an extra one does no harm. The motor current will now charge the input capacitors. As long as that does not make the voltage increase beyond what the components can handle, that should also cause no harm.
An inductive load can also force a current in the "normal" direction but instead of the supply delivering the current the load delivers the current. D4 will conduct this current.
Your schematic takes care of currents generated by the motor for both directions so I think you did what is needed to protect the circuit under most circumstances.