First of all, it's great that you're trying all different types & thicknesses of food. Next, remember that each child is different! Since he's only 9 months old, it's not necessary for him to "eat" all of his nutrients. He should still be nursing or drinking formula as a primary source of nutrition. Right now, food is a plus! It's most important to simply get him familiar with putting different tastes & textures in his mouth. Make it a game! See if he will feed you or your husband.
At the same time - don't ignore the issue. Talk to your pediatrician about your concerns. Make a food diary...record when, what & how much he eats, drinks, nurses, etc. Are there any foods he does NOT gag on? Keep meal time consistent & routine. Try the same (bland, mild) foods for several days in a row before introducing another new food. Does he have a history of reflux with nursing/bottle feeding? What is his activity level just prior to & during meal times? Is he calm & relaxed or in high gear?
If you don't get the answers you want from your pediatrician, don't give up. Call the University, talk to the speech pathologists, they not only work on speech issues, they also help with swallowing issues.
Remember - you're the mom & you ultimately know what's best for your children & your family. At 9 months, you are the only voice your son has! God Bless!