CAN BUS system compatibility? DB9 to M12
To expand on Marko's answer, you should connect the CAN_GND, CAN_H, and CAN_L signals on your DB9 connector to the matching inputs on the M12 connector. If you don't have galvanic isolation on the CAN bus shield, you can also safely connect the GND pin on the DB9 connector to CAN_GND without breaking anything if you wish.

You should not connect the CAN_V+ signals to each other, since the CAN bus shield documentation does not make it clear if it can accept power on the CAN_V+ pin, especially not at 9V.

The CAN bus only depends on the bus lines (CAN_H and CAN_L) and the grounds (CAN_GND) being connected -- the nodes do not need to share a common power power rail. You may want to measure the voltage on the DB9 CAN_V+ pin to determine if it provides its own 5V rail for its transceiver, or if it needs 5V to be supplied externally.