It's an emotional experience---but given the maturity of your gifted 9-year-old, I suspect it will be okay, as long as you are able to be flexible if he (or anyone else in your group!) finds it to be overwhelming.
You've laid such good groundwork, and both of your boys are well aware of what occurred during the World Wars.
The Holocaust Museum humanizes the history---and some of the images are jarring. But they are jarring for adults and 13-year-olds, too.
The Museum's recommendation for an 11-year-old cut-off is relatively arbitrary and based on "average" kids--not kids who are gifted, well-educated on the topic, interested, and historically sensitive.
That said, I would expect the experience to profoundly affect all of you.
It hits hard, when faces are put to the atrocities.
But again, I think it hits all who have empathy.
I probably would've taken my son at 9. He, too, is gifted, and was weaned on history. It's his passion. But I would do so with a willingness to skip or exit exhibits.