Primers don't have enough effect on pressures to worry about in the normal metallic cartridge loading range. Switching primers might matter on very hot or very soft loads, but not in the midrange.
There are a handful of powders, mostly rifle powders, that need magnum primers. Primer changes can affect accuracy, but people make way too much fuss about them.
Use any of the primers you mentioned in the 9mm and it will work fine.
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