Buddy Box definition from Wikipedia
In short this system uses the master tx to send control signals to rx. Student tx does not transmit but sends signals to teacher tx for transmission. Teacher tx decides what to do with signals depending on setup (trainer switch etc).
As far as who controls what, technically it is going to be easier for the 9x to be the tx to the aircraft and passing through the student control signals. I cannot see a trainer switch on the HK unit so using that is out of the question.
Jim's suggestion is another good idea, but does require the aircraft to have receivers from both tx units installed. So you will need room in the aircraft to fit it.
This is 4 channel version. Check the files section for how to wire it in.
If you are going to go down the traditional buddy box system, your next issue is going to be creating a cable with a s-video (not ps2 as I originally said) style connector at one end and a mono 3.5mm at the other. From what I can work out pin 1 goes to centre and the shell/ground goes to ground.
Otherwise pickup one of the suggested aircraft based units and install that with the two rx. Setup the 5th channel on the 9x to be controlled from the trainer switch, test and double check all works correctly, and off you go.