In and of itself, I would have agreed with your interp of 5-2-9. However, given the very clear wording of 12-3-5-d, I'm quite sure RR would tell us to correct the number of down in any game if we have definite knowledge that the down is wrong and the series has not ended. As long as the penalty yardage has been correctly applied the number of the down is an error that could be fixed during that time frame.
Generally speaking we are empowered to correct mistakes within a period of time during which they are correctable without unduly affecting either team. Clock errors can be fixed as long as the period has not ended, for example. Downs can be fixed as long as that series of downs has not ended. The fact that the down error arose due to a misapplication during penalty enforcement does not change the fact that this is a down numbering issue. There is still a period of time to repair the problem.
I do understand that not fixing the down number immediately can cause issues as far as play calling. However, that is a factor in replay games as well so it seems RR's interp would be the same in either type of game. Of course, I may be presuming way too much 😊.