Rene,
  Yes it is possible to select a song while playing a style and the second you hit load, that song begins playing without you having to push any buttons.
  Yes, you can buy the XD9 without a hard drive and add one later, but remember not every drive will work with it so you might want to buy a drive from Ketron when you are ready but you don't have to.
  Yes you can use the mic in (using a stereo insert cable or just a mono guitar cable) as a monitor source and come through the built in speakers and amp.
  Your question regarding chord recognition I'm not sure of because I am not a piano player.  There are 4 chord recognition modes. EASY1, EASY2, FINGERED1 and  FINGERED2.  Plus there is a mode called ROOTLESS which is to support rootless chord Jazz type chords.  There os also a mode called to root and to bass.  I would have to check with the tech from ketron to answer for sure.  I hope this helps.
George Kaye
Kaye's Music Scene
Reseda, California
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George Kaye
Kaye's Music Scene (Closed after 51 years)
West Hills, California
(Retired 2021)