Hi Pablo,
you don't drop the database, but execute the generated-upgrade-2.8-to-2.9.sql file, which you find in the sql/*_gen directories.
(Pick the one that matches your DBMS).
This will add some tables to the schema and a few columns to several tables. Read it before executing it and you'll have an idea what's going to happen.
(in case of mysql/mariadb use the option --force to persuade the database system to continue execution if it encounters problems)
After upgrading the schema, you can simply start the server. Obviously it should use the 2.9 jar file, not the 2.8 one.
You rename the SDMS folder to e.g. SDMS-2.8 and the import the new SDMS.zexp.
That's about all there is to do, and you won't lose anything.
Before upgrading the schema you'll have to stop the server. I hope that's obvious.
But you don't need to shut down any jobservers that run remotely. They can even still run some jobs.
After you've started up the new 2.9 server the jobservers will automatically connect and report everything that happened in the meantime.
The jobservers that run locally to the scheduling server must be shut down as well because you are going to replace the jar file.
If you've installed your systems from the rpms, you only have to update them.
HTH
Best regards,
Ronald