Other Configuration Manager-related features and issues
AFAIK, you do not need to install previous hotfixes individually before performing the upgrade. MECM updates are cumulative, meaning that each new baseline version (like 2509) already includes all fixes from prior cumulative updates and hotfixes for earlier versions.
The hotfixes you listed as not installed (KB35958849, KB36419072, KB37172183, and KB37447175) are all targeted at 2409 or earlier, and some even include 2509. Installing 2509 directly will automatically include the relevant fixes from those hotfixes. You can verify this in the release notes for version 2509, which explicitly state the resolved issues from previous cumulative updates and hotfixes.
The only exception is if any hotfix contains a pre-upgrade requirement or addresses a critical issue that must be applied before upgrading. None of the hotfixes you listed are documented as prerequisites for 2509, so you can safely proceed with the upgrade.
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hth
Marcin