Tree peony and Itoh peony can grow in zone 9. If the leaves don't fall in autumn, you need to trim the leaves off to force dormancy for next year's flower.

There are tree peonies, Itoh peonies and some herbaceous peonies growing in The Huntington Library, near Los Angeles.

Herbaceous peony "maxima festiva" perform well in zone 8, not sure how it perform in zone 9.

What littlebin said. There is now available from Monrovia wholesale and the retail nurseries they supply, a new low chill peony, said to do well where you are. Al