Definitely not an expert here, but I have just been playing catch-up with this thread so this is fresh in my mind. Someone did this swap many pages back, you may be able to find it by searching this thread (EDIT: see link below). The bottom line was that a .40 pistol with a 9mm magazine and barrel swap worked fine, because basically in the Compact the 9mm and .40 barrels are the same outside dimension but with a different bore. However, the opposite swap of putting a .40 barrel into a 9mm gun would not work because a .40 case is too wide for the machined slot in the 9mm slide face. At least that is my recollection of my understanding of the discussion.
However, unless you just mean you can't find a 9mm locally, I don't think they are that hard to get a hold of right now online. There have been a few really good deals posted in the last few pages.
Hope this helps, and please go back and read those posts rather than taking my recollection as gospel.
EDIT: It was user JBColo, and the discussion
started here.