Can you convert any add-on scenery from the FS9 format, to the FSX. I know there is texture difference, but they can be replaced, I think, and how hard would it be?

Depends.  The thing it to try.  Generally FS9 code works in FSX.  As you mention some objects textures do not work in FSX.  Replacing the object with another that does work is the easiest way to deal with that I think.

Otherwise it may be nothing or there may be some errors.  They would need to be addressed one at a time

You can also try modelconverterX