Every Windows OS comes with a specific DirectX version installed. So no, you don't need DirectX 9.0c or something like that. You already have that which is evidenced by the fact you said yourself that your game runs properly without d3d9.dll.
What you need is specific DirectX components which were included in d3d9.dll and since your system is missing those, you receive that deluded error, which you shouldn't in the first place.
Download this - https://www.microsoft.com/en-us/download/details.aspx?id=8109
Install it, and then run gta with d3d9.dll, you won't have any further issues(hopefully).
