Different stroke colors for a polygon

if you want separate shapes to fill, i would:

select your object and go to Object > Path > Outline Stroke.

then Object > Compound Path > Release

with the white arrow, shift-click and deselct one of the anchor points (this is because illustrator treats selecting a whole object and selecting all its anchors the same, and we need a contextual command that just acts on selected anchor points).

click on Cut Path at Selected Anchor Points in Properties panel or Control bar depending on your workspace.

select only the last anchor point and use the same command.

use the black arrow and select a set of parallel paths. press ctrl + J twice to join each end:

do this all the way round and you'll have separate closed shapes you can fill.

You can do this using Appearance panel: create 2 strokes, align one of them inside and the other one outside, then set them gradients with "along stroke" option.

Really, this will take a lot of work.

I would better use another workwlow (if you'e sure that you want the certain shape and don't plan to change it):

1. Draw the 9-sided polygon

2. Create Offset Path (Object > Path > Offset Path) with positive value (e.g. 1 mm)

3. Create Offset Path (Object > Path > Offset Path) with negative value (e.g. -1 mm)

4. Draw lines from the Polygon center through the shape

5. Use Divide option in the Pathfinder panel and ungroup the result.

Sounds quite long but actually quick enough because each action is very small and fast.

Then you will have all elements as separate objects which you can change like you wish.

you can either use separate shapes or divide the stroke up with a gradient and no space between stops:

a five-sided polygon, for instance, would have two stops each at 20%, 40%, 60% and 80% as well as one at each end. if i shift one of the stops slightly you can see where they overlap: