Sorry to ask but can you please elaborate on which construction-type is classed as a 'refinery'. From all the builds I can see in the architect screen the only refinery per-se is as a Hub (so only available as a surface build and non-landable after construction) - is this what you are referring to?. I can also see nothing that can be build in orbit around a planet that is labelled as a refinery-type so unsure what to build.
That's correct.
So what you need to do in this situation is use the Hub's "economy influence" property which converts other major stations on or around the same body into refineries.
- build a Colony economy station (Commercial or Civilian outpost are cheapest, a Coriolis ... or Orbis/Ocellus ... is more expensive but gets you more output at the end)
- build a Refinery hub on the planet below (you'll probably need at least two of them, maybe three, to fully convert the station, so you'll want a decent-sized landable planet or a large moon for this)
(Probably don't build anything other than Refinery hubs and Colony-economy ports around this planet/moon or you'll dilute the resulting Refinery output)
Refineries - presumably
because they're so useful for self-sufficiency - are by far the hardest thing for new colonies to build - but it can be done.