Hi, Mikhail I just wondered if you got your issue with the fonts sorted out. Because ive been looking into and racking my brains out on this one, and I think i finally know what it is with IE9 and web fonts. I believe it is a cross origin resource sharing whereby the proxy strips the header and cant render a call to an outside source. Ive also read that you cant do it locally like you can with firefox and chrome and IE8 and under, I tried it out on my wampserver and it worked and so I think you also have to have an active server in place not just previewing it in the browser.
You can however make internet explorer 9 act like 8 if you add – into the head of the document.
Hope this helps and im so glad to not be looking into this again lol.