I know it exist ISO-8859-9/Latin-5 or ISO-8859-15/Latin-9, but recently I had to manage some messages encoded with ISO-8859-9/Latin-9 format. What does it exactly mean?
There is ISO-8859-9 which is called Latin-5.
And there is ISO-8859-15 which is called Latin-9.
Yes, it is confusing. In my opinion it's simplest to always only use the ISO-8859-n moniker. That avoids potential confusions.
So "ISO-8859-9/Latin-9" is probably a typo (or someone wrongly thought that the suffix is identical for the "ISO-8859-" and the "Latin-" prefix).
Depending on the source of the data, you can guess which one they meant. ISO-8859-9 is used for Turkish text and ISO-8859-15 is basically the modern replacement for ISO-8859-1 (covering most of Western Europe, mostly used because it has the € symbol).
Source: ISO/IEC 8859 Wiki page.