I think you are out of luck. I've run up against the same problem with a macro that sets OnDeactivate and OnSelect events. In V9, I had to use the documented "_OBSOLETE" migration method, but as you experienced this let me reference the event that was set in V8 but not create a new action in V9.
I opened a support ticket to ask if Actions will have API access, and the reply was "No".
So setting events progamatically no longer seems possible in V9. Let me know if you find a way around it. I have a couple applications for it. I follow the rules and do it only at design time, never in Server environment. But it no longer seems possible.