I think H9 can be set to output a CC message that corresponds to the expression pedal but I haven't personally tried that. I have set one up to output CC messages using aux switches and that works great.
Yes, this should work. There's a program change transmit map and a MIDI CC transmit map. Neither of these two maps are in H9 Control though, but if you go through the MIDI preferences on the H9 itself when it's in system mode, you'll see them there.