As far as I know, you must activate the checkpoint for the first gear chase, or else the level will not progress normally. You can get to the end of the level, but you cannot break the checkpoint that will trigger the start of level 10 unless you hit the checkpoints along the way. In level 4, you can trigger the same checkpoint multiple times to "catch up"after skipping previous checkpoints, so part of me thinks it should be possible to do the same in level 9, but I have never been able to do it. Not even with the stick.
I can try a bit more, but I think that is a lost cause. Level 9, despite seeming so flexible, is surprisingly linear.
Edit: Just watched the "Battletoads Find" posted earlier. That's a rather old discovery, but it does do a great job of showing what I mean with the checkpoints. He reached the end but couldn't finish the level. The gear only partially spawning happens extremely frequently to me, both on NTSC and PAL, whether I do the jump out of bounds at the beginning or not. It's just a problematic bug.