Is there a way to “Add Direct Connection” in 2.9 like there was in 2.8?
Yes. It is described in DEVONthink’s built-in Help under the Taking your data with you section.
Also, here is a supplemental note: Direct connections without "host" and "client"
That is for Bonjour. The “Add Direct Connection” in 2.8 allowed you to enter an IP address and port number to sync to. I don’t see anything like that in 2.9.
That IS the Direct Connection.
I should have been more clear. In 2.8, we direct sync to a main database using an IP address and a port over a VPN. Bonjour doesn’t work over a VPN. Is there still a way to direct sync over a VPN?
Sync over VPN has never been officially supported, so no.
An upcoming release will probably add the possibility to sync to an IP address & port number.