Keep the R9 and buy a .20 barrel for it. Or, take a look on the airgun forums classifieds and swap you're gun for it.
What's happening is that you're shooting the squirrels at a close range and getting pass through. With a larger caliber you'll do more damage and have less of a chance of those tree rats from getting away.
PM me and I'll send you a link to a airgun classifieds where you can either sell the gun, or, buy another one. Great deals and a lot of the guns are tuned. These guys are hardcore airgunners.
