The potential problem is that zone 9a may be too hot, not that it is too cold! We grow hostas in England (zone 8b), but not in France (in France our garden is in Menton, zone 10a).
But you could try the plants you have bought and see what happens. Perhaps if you have a nice shady spot in your garden in which to plant your hostas?
Here's a link to a French website about hostas - it includes advice on care, planting, etc., and they even have a hosta book that you can buy. But you can probably get all the information you need for free on the internet.
They are wonderful plants, so I completely understand that you want to grow them!