Although I have not made a No9 I have made several engines with similar conrods using rectangular bar.

I would start by milling one end flat and true or you can do that in the 4-jaw.

Then stand on end, locate the middle and drill a small ctr drill hole. Then move to either side and drill for the two bolt holes.

Now hold the bar flat in the mill vice, locate the previously machined end and then move along to drill and ream the little end hole.

Now mill the little end to it’s overall rectangular section leaving any excess length for now. Ditto the big end. You can saw or mill away some of the waste either side of the rod at this stage if you want or just turn it all away.

Now hold in the4-jaw by the excess material and support the big end with the tailstock ctr. And proceed to rough out parallel, then I would suggest setting over the topslide to do the taper with a round nosed tool so you leave a nice fillet at each end.

Lastly saw off the excess material at the little end and round it over either by filing with buttons or on the rotary table.

The basic idea is to get a smuch milling and drilling done while you have an easy to hold rectangular bar before you turn a tapered shaft and end up with very little to hold