Your best bet to be certain would be to find photos. 9Fs were certainly used in the summer on the Somerset and Dorset line during the 1960s but not in the winter due to lack of steam heating.
The 9Fs were fairly late introductions so coaching stock would be a mix of BR Mark 1 and pre nationalisation designs (some built post 1948), Hawksworths (WR), Staniers (LMR), Gresley and Thompson (ER) and Bulleids (SR) would all be used on the S&D depending on the origin and destination of the train, for example Exmouth to Cleethorpes used LNER stock.