Are you really still using Captivate version 9? Please check the full version number under Help, About Captivate. It has always been possible to capture a simulation in three modes at the same time, ending up with three differet projects. I would recommend to set up a Theme before recording so that the simulations are using the same object styles, fonts and color palette. At that moment the master slides are not yet important, because sims always use the Blank master slide, whatever the theme. When you start adding content slides to the simulation slides (for explanation, intro, summary) it is important to define master slides in the theme as well, and maybe you'll need more object styles. If you need to have two different sim mode slides in the same project, you can use the copy/paste feature to get all slides in the same project. You may find some more details on my blog:
Themes are Time savers. What is NEW in 11.5? - Captivate blog (lilybiri.com) most recent for Captivate Classic
New Captivate 12 has no master slides at all, only some object styles and text styles. Themes in Captivate Classic are more powerful.
Software simulations: Preparation phase (back to basics) - Captivate blog (lilybiri.com)
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