I know, there still is no European Path E9 in the Russian Oblast Kaliningrad / northern East Prussia nor in Lithuania. This is where I had my summer vacation. In Lithuania being a member of Shengen agreement it is easy to walk from near Nidden / Nida near the Russian border along the Courland Spit to its northern end. This is possible along the Baltic Sea coast and partly inlands too. This way the section until Memel / Klaipeda can be walked. In Nidden there is a camping ground and it should be possible to find a bed for the night in the small villages. I have walked a part of it along the sea coast.
The Russian part is a different story. No entrance without a visa and for getting a visa a hotel must be booked. And no entry on foot is possible. But once you are inside with day trips and return to the hotel every night long stretches can be walked. The Courland Spit can be walked all the way up to the Lithianian border. From the southern end of the spit via Königsberg until Heiligenbeil / Mamonowo, the border crossing to Braunsberg / Braniewo in Poland does not seem to be a path. Only road walking seems to be possible.
Of course all this does not replace a proper marked foot path. Lets hope it will be done one day.
Baltic Sea beach on Lithuanian part of Courland Spit
Southern start of Courland Spit near Sarkau / Lesnoy, Russia
Cliff near Rauschen / Svetlogorsk, Russia. There is a foot path along the cliff until Neukuren / Pionersk, Russia
View from Pillau / Baltijsk, Russia of "Frische Nehrung" and in the background the Polish / Russian border, the current end of E9.
Countryside north of Königsberg / Kaliningrad, Russia. This would be ideal for a future E9.