You do not need all 9 gems to complete the quest, you only need 4. You get two at the start from the people you kill. I've shown 3 I found in this video, and haven't found any others.
Skyrim Dragonborn Kagrumez Resonance Gem Locations
The Elder Scrolls: Skyrim - How to get the best bow in the Dragonborn DLC(Dwarven Black Bow of Fate)