Do I need to protect buck converter when switching to alternate power source?
The Buck Module you mentioned does not state its backfeeding proof in its datasheet. But considering the Standard buck converter topology you are most likely ok. You will just charge the Input cap of the buck module to 12V minus body Diode drop of the buck internal mosfet. The Converter itself wont start switching because ist output is above 9V. 
As you wrote yourself, you could prevent backfeeding of the buck with a diode which would add additional losses though. 

Concerning the diode: Your #1 selection criteria should be forward voltage drop which should obviously be as low as possible. Look at Vf at maximum load (3A?). Pick at least 5A continuous current rating and about double the output voltage reverse voltage. And take a look at thermal capabilities of the chosen package. Reverse recovery speed is not critical in this application.