On the MIDI Mongoose side, it’d be helpful to use a MIDI Monitor on the output (if you have the capability to run it into a computer).
On the H9 side, don’t have a USB cable plugged in while you’re using the MIDI DIN jacks. Also, check your System Settings – Output Mode. It needs to be set to THRU to receive (not XMIT).
Stay away from the THRU + MIDI CLOCK and MERGE options for now, until you get the flow issues sorted out.