I would not do DIY on a Z9 now. I also guess that there is paucity of replacement parts for the protective shutter as of now. These are gathered from broken cameras in Asia for resale.
I sure would do 3 tests to evaluate, if there is damage to the sensor.
Test 1 is black frame: lens cap on, manual exposure 1/5 s ISO 6400, the background noise should be reasonably uniform and show no evidence of the burn. Maybe needs boost in PP to near reasonable gray, to reasonably see something. Settings could be varied. 1/5s exposure was the longest with most previous Nikon models, where no "hot pixel suppression" algorithm was applied to the raw data.
Test 2 defocused uniformly illuminated image, maybe sky, say f/4. To check if pixel responses show no burn damage.
Test 3 defocused uniformly illuminated image, maybe sky, f/22 or more closed if possible. To check if burn has deposited debris on top of the sensor stack. (if yes, can it be cleaned?)
The result of test 1-3 could be used as argument at Nikon for not changing the sensor.
If you are on a trip, you still have a functioning camera as is. Evidence of damage could be minimized in PP for each image.
It would be not acceptable for me to work with a damaged camera in the longer run. I would bite the bullet for the appropriate repair cost or other measures, like sell as damaged.
Prevention can be done by having a lens cap while the camera is not in use.