I realize people have thought of this before, but with the book of sorrows and my newfound realization, I think it would be cool if the nine were nine ahamkara. The ahamkara are heavily suggested to be the Worms. I mean think about it. Both the worms and the ahamkara make deals with things and ask for a price, both can survive after death, and both use a similar style of speech. If the nine are Worms, I'd imagine some of them would be the worm gods of the hive. This would tie up some of the loose ends of the hive story. Plus it would make sense. The nine are the last remaining worms(besides the ones in the dreadnought) in Sol after the great ahamkara hunt. Xur could simply be, like his name suggests, a agent of the nine. Not necessarily the nine. Xur gives us powerful weapons for strange coins. Similar to how the worms give power for a price. Anyways, just a thought.