Here's my two cents to add to this thread. I've recently bought a Z9, paired it with a Nauticam housing, 230mm dome port and 14-30, or macro port with 105s. I took it on 37 dives in September and got to know it a bit, at least in stills mode. Video overwhelms me, and I would have done more of it, but I spent most of the 37 dives getting to know the Z9 in stills mode. I can at least confirm that Z9 video autofocus is capable, whereas with my previous camera (D850), it was not.
Using the Z9 after years of D850 and D810 before that showed a few areas of obvious friction between the way things used to work and the way things work on the Z9. Essentially a list of problems, issues and nitpicks, but for me they fell into two areas: viewfinder issues and autofocus issues.
Subject detection simply didn't work underwater for 99% of the species I tried. I have my Z9 set up with 3D Tracking on the AF-On button and three other AF modes assigned to Fn1, 2 and 3 buttons. Only the 3D Tracking was worth using, though pinpoint might also work.
Like I said, first priority was getting to know the Z9, and ultimately I reverted to emulating what worked on the D850. This was with firmware 2.1, and already I've seen something in firmware 3.0 that solved one issue for me. (I can assign ISO button to Fn4 now, meaning I no longer have to reach over with my left hand to push a lever on the right side of the housing while my right finger is turning the back dial to change ISO).
I immediately had viewfinder issues when trying to shoot with strobes. I also immediately had issues with switching between viewfinder and monitor. I fixed the first issue by turning View Mode to Adjust for ease of viewing. The second one remains a bit of a sore spot. I just set the options to Viewfinder Only or Monitor Only and toggled the viewfinder button manually.
As for autofocus issues, I found 3D Tracking on the Z9 to not be as good as on the D850, other than the ability to track all the way to the edge of the frame. (Leads to better compositions and less cropping). What I had problems with was shooting very close, very small subjects. Specifically Wire Shrimp on Wire Coral with the 105s. The Z9 often just tried to focus on the background. I found it would focus a lot better if I had a good focus light on the target, but it definitely took more effort to achieve than the D850 did. I'm hoping firmware 3.0 fixed that problem.
I discovered a small issue with White Balance near 50 foot depth, where everyone says the Nikon stops white balancing (using Presets). I can confirm that in video mode I started getting the 'unable to set white balance' message around 50 feet - but I mistakenly tried setting it in Photo mode and I was able to set the WB. (I had switched to stills, then thought I switched back to video when I did the preset WB.)
So there is something different about setting WB between video and stills mode, at least with firmware 2.1. Someone, I think on DPReview when I posted about this there, did a quick test of some sort and said that hue was not adjusted in video mode, but it was in photo mode. I don't know that this would make a big difference in depth capability, but it's something to try if one is shooting video around 50 feet with a Z9. (I wonder if something like this happens with other Z cameras?)
Once I got used to the AF system, it was about as much of a joy (in photo mode) as the D850. I never did try some sort of auto area setting for skittish fish shooting. Most of the time I tried a subject detection option, the subject I wanted was not selected, but the background often was. The viewfinder eventually didn't bother me in that it was a lot like an optical viewfinder, but switching between viewfinder and monitor was tedious. I wish I could set the camera to just show playback/image review on the monitor and everything else in the viewfinder. I still haven't come on a situation where I think an EVF is an advantage over the OVF. As best it seems inconvenient, though for doing things like image review, it's very good. I just prefer image review on the monitor. As noted, I had to change the default viewfinder setting (Show effects...) because it was blacked out when shooting flash at ISO 64. Maybe the new firmware helps there.
On the other hand, it was sometimes pretty convenient to compose and shoot using the monitor instead of the viewfinder. Gave me more flexibility in where I could position the camera for a shot. Like LiveView, but WITH autofocus.
I shot macro at ISO 64, which I've done for the past 7 years with the D810/D850. I shot a lot of ambient or mixed lighting with wide angle and used ISOs between 400 and 2000. I thought a lot about trying to set ISO fixed at 500 and boost exposure in post, but I didn't try that.
I was pleased to find that the higher ISO files from the Z9 seemed to have better white balance that those of the D850 below 15 feet or so. (Above that the same). All in all, I was pleasantly pleased that the Z9's files seemed at least as good as those of the D850's.
Lenses - I'm not particularly thrilled with the 14-30, but it is definitely sharper than the 16-35. But I wish I had those extra 5mm to zoom in that much more. The 105 macro - it's a spectacular lens - is at least as good underwater as the 105vr f-mount. A bit sharper, but otherwise feels pretty much the same. Focus speed same.
VR on the Z9 seems effective on the 14-30, a lens which has no VR. For stills mode I generally shoot at 1/160th, so that covers up some sins. I didn't have any VR issues with the 105, but then I didn't with the 105vr either. And again, 1/160th.
I also bought the 82mm Sea and Sea Internal Correction Lens, and it seems to improve the corners nicely. I had the same on my 16-35, and I was sad the filter diameter changed from 77mm. The new IRC cost over $700.
I managed to damage my Z9 by improperly fitting into my Nauticam housing on a dive. There is a spring-loaded plate that presses down on the button used to spin the shutter speed dial (upper left). The plate is at an angle so the button slides under it. Somehow I got the camera button to push against the side of that plate, and it basically mashed up the button so that it is now sort of half a button. And during that dive, the camera was unusable because it was slightly canted and pressing two back buttons (Fn4 and Delete) down for the whole dive. I got into menu mode (Fn4 assigned to My Menu) and couldn't exit it, so on that dive I couldn't take any images.
I was prepared for the housing to be taller than my D8xx housings, but I did not expect it to be significantly thicker as well. It is definitely bigger, and I think it is to have linkages to move buttons from one side of the housing to the other. For instance, Fn1 and Fn2 are accessed by a convenient rocker lever - on the left side.