Stock antenna should work. 9 miles shouldn't be an issue since it should all be flat/line of sight, unless you are living in a hole.
Couple of things:
1. Are you sure they are transmitting? Small departments may have very little traffic.
2. Are you 100% sure you have it programmed correctly?
3. Indoor coverage can be really hit and miss. The construction of your home may effectively block the radio signals. Have you tried the radio outside?
1: Monitored when I can hear sirens, nothing. Monitored for hours, nothing.
2: Sent the file to Uniden support, they said yes.
3: Walked outside, no difference.
Uniden looked the setup file, said it was correct, I sent the first 125AT to them, they sent me a new one, no change.