Hard to believe anybody would make a shoe that DIDN'T come in 9.5--that's just about dead on the American average, which I think is a 10 these days. Could you be looking at the European size? On that scale, your 9.5 would be a 42 or 43. Most mail-order catalogs have conversion charts, or you can just google something like "US-Euro shoe conversion."
Shoe manufacturers make shoes for almost any size. Bike shoe sizes are not like walking or dress shoe sizes. You'll also find that shoe "fit" will vary from one manufacturer to another.
I have two pairs of mtn bike shoes for commuting - one is a size 44, the other is a size 45. Both fit great.
My road shoes are both 45, but I recently returned a pair because a 45 was too big.
The biggest problem with bike shoes is width. If you have a wide foot (wider than D) you may find that many shoes will be too tight. Shoe widths will also vary from the same manufacturer.