I have found the Civil War Soldiers & Sailors System to be a pretty good source for first names that Thompson didn't show:
http://www.itd.nps.gov/cwss/soldiers.cfm

You are absolutely correct - the 9th Ky. Inf. (formerly the 5th) was never a complete 10-company regiment. It did, however, have more companies than Thompson listed (his introduction to the regimental roster explained this). For example, the original Cos. E and F were composed of Tennesseans, who were transferred to a Tenn. unit in Dec. 1862. Similarly, the original Co. K was from Texas, and most of the men were eventually transferred to Texas units. Another Co. K, along with Co. I, were transferred to the 5th Ky. Inf. from Eastern Ky.

Hope this helps,

Geoff