Total Cable/Splitter loss calculation for Gain value compensation
The -9 dB figure is only in the ideal case - if the network is lossless. However, in practice, there will always be losses - how much depends on the quality of the device as well as the frequency. 

In addition, you need to ensure that your test setup is calibrated. These kinds of measurements should be done using a VNA and phase stable cables, propper torque on the connectors, and calibrate it before measuring at the frequency and power you desire to use using a STOL-calibration. You could easily lose 1.5 dB just in cables and connectors if they are not calibrated out.

To answer your second question: No, you will still get at least 9 dB loss. The splitter cannot tell what load is connected - and if you use only 2 ports and terminate the others with Zo, it will still put the same signal power into the load. Of course, nothing stops you from using a 4-to-1 combiner to combine 4 ports back to one, but you will find additional losses, and there is the matter that you are better of just using a 2 way splitter in the first place.

What happens when the other ports are not terminated? Who knows! This depends on the topology.