Watford Junction is not in zone 9, which only applies to Amersham and Chesham on the Met.
WFJ is outside zone 8 but effectively its own zone. Of course this doesn't change your point re. a Z1-6 not being valid there.
It's in Zone "W" all on its own. It used to be the same Zone as Amersham/Chesham back when it was zone "D".