Don't worry about the stated size inside the shoe. If you investigate many brands of shoes, you will find they vary wildly with regard to fit.
How should shoes fit?
First off, they should not cause any pain. You should be able to wear a pair of shoes all day without waiting for that moment when you take them off.
Secondly, remember that people have all different types of feet--some large in the front with narrow heels, some with super narrow feet, others with little bony protrusions. To add to the complications, most people's feet will change sizes during the day.
Thirdly, you don't want your feet sliding around in the shoes--you will get blisters if you walk around in them. But that is still better than shoes that are too tight, for they can do serious damage!
Shoe manufactures make a shoe on a "last", which is a form that they create, trying to guess what will work for most people. All shoe manufacturers use different lasts. Some will work for you, others will not.
Shoe fitting is an art, not a science.
There is no subsitute for trying on a bunch of shoes, and letting your feet tell you which ones feel best, realizing that nothing will be perfect, for the reasons stated above.
To the OP, why don't you try on a pair of 9.5D and compare them to your pair?