Why do you want to combine all nine subsets? In my opinion it would be best for you to choose which database is most suitable for your needs - APOS, cut-off or consequential. I can see why you might want to combine unit process regionalised and LCI Processes for example, which are within the same system model: https://www.ecoinvent.org/database/system-models-in-ecoinvent-3/system-models-in-ecoinvent-3.html
To combine databases, import the first database (openLCA recommends importing the largest database first as otherwise the time it takes to compile the databases can be much longer, typically unit process-based databases into system process-based databases). Then activate the database by double-clicking on it. At this point you can import the other databases. The software will then combine the two databases. Repeat until all desired databases have been imported.