I have opened Z9 raw files in Adobe Camera Raw and Photoshop with no issues, both lossless compressed and high efficiency raw*. Adobe’s website seems to indicate that ACR is up to date for Z9 files, including high efficiency raw* and raw flies, except for certain Windows and Android systems. Usually LR and ACR are pretty much the same in their conversions.
If I am reading your post correctly, it sounds like some of your Z9 raw files were imported and could be opened in LR without issues, but not all of them? If so, it does not sound like there is any general lack of compatibility between your Z9 raw files and LR.
I wonder if there was something that corrupted the 16 files, if all the others were fine? I once had about a hundred D500 files on an XQD card (out of several hundred, the rest of which were fine) get corrupted when in Galapagos. While I am not 100% sure, I think the files were corrupted in the download from the reader to the laptop, not in the camera. I used a different card reader for the rest of the trip with no issues (and had backups of the images on an SD card used for backup in the second slot so did not lose anything).