as gkellum said you cannot have more than one app using a single midi port on your computer. Using midi + bluetooth is probably the easiest way.

To be able to use Ableton and the H9 control software you could also use an "all hardware" solution….

Here is the way to do this:

You will first need 2 midi ports. Midisport 2×2 or any similar will work. The H9 controla app will use one midi port, ableton the other.

Then because both of those guys are talking to the same device, the H9, you also need a midi merger like the midi solution merger. (http://www.midisolutions.com/prodmrg.htm)

LA