In 2-3 player Citadels, can your second character build a 9th district?
Page 8 of the rulebook says (regarding 2-3 player games):


  The game is played normally, except that each player will have two
  turns during each round (one turn for each character). Players do not
  have to separate their gold or their districts between their
  characters, as they still only have one city.


Page 7 of the rulebook says (regarding Game End):


  When a player builds his eighth district, the game ends after the
  current round is completed. At the end of the game, each player
  receives points for all of the following...


The rules do not say that you cannot build a 9th district with your 2nd character. It simply states that once the 8th district is built, the current round will be the last round. So each player gets two turns during each round, and you have to finish all of the turns for the final round. Yes, you may build an additional district.