This business of not focusing where the indicator box says it should be definitely looks like a firmware glitch that should be fixed.
But, do you have a lens faster than f4? In low light situations, much darker than your first post examples, I can put on the 50 f1.2 and it’s amazing. No indicator jumping from eye to eye. It just locks on. Even a f1.8 lens will make a huge difference.
I've seen this with the 70-200 2.8, the 40 f2, and the 85 1.8. The 85 at 1.8 is
slightly improved.
The tradeoff or issue is this: if you search around there are a lot of discussions of Z9 users complaining about the same or very similar issues and one thing they discuss a lot is specifically that they have the problem the worst with their 1.8s and 1.2s. What they were saying is that the depth of field with these was shallow enough that the camera couldn't in lower light consistently get focus accurate enough for the eyes to be in focus at those low apertures. The conclusion many of them reached was that they needed to NOT use fast lenses in low light. Ironic, but it shows how even with fast lenses this can be a problem.
From what I can read, before firmware 2.0 on the Z9 they couldn't even use single point with these fast lenses *and even in good light*, but as of 2.0 (Z9) they could now use fast lenses in all light but subject detect in low light was still a problem.