This does not work because Press & Hold actions release their key when the macro stops. So your first macro will accomplish nothing other than pressing and releasing the F9 key.
The macro must continue running, thus it must look like:
Press and Hold F9
Pause Until SOMETHING
Ideally it would be Pause Until USB Device Key is up, but sadly there is no condition for that. So you have to fake it. Change it to:
Set Variable DR Button Down to 1
Press and Hold F9
Pause Until Variable DR Button Down is not 1
You are not holding the mouse in the second action of the first macro.
But note that simulated events and real events cannot be intermingled, so if you intention is to simulate holding the mouse button down while you physically drag the mouse, it probably wont work.