Not sure how to do a video about that, but the 2 units have the same effects. The practical difference is that the HD500 has 16 amp models that you can use into a clean sounding amp. It also has user preset saving functionality, so you can have your settings saved and bring them up any time. The M9 doesn't have a preset saving ability the same way - if you tweak your settings, it's instantly saved as soon as you turn the knobs. That can be good AND bad, depending on your situation. It's really a huge collection of stompboxes, whereas the HD500 is a much more advanced solution.
For example, if you have a 3 effects on the M9 and you like the volumes and parameters. At a gig you decide to increase one or several parameters of the effects, perhaps because you suddenly couldn't hear enough of the delay. If you, in this case, bring up the delay in volume, the previously stored volume setting is instantly gone. You can't revert back. I sometimes get bothered by this, if I use different amps between gigs or rehearsals. I have to readjust my settings at sound check to make sure it's all good. On the HD500, I could save each change as its own preset and just choose the one that suits me best for this particular situations (usually has to do with the amp, or the room).
Makes sense?
It's a new addition! 
I have been using the M9 but this one might replace the M9. I'll still keep the M9 though because it's great for certain applications - like a collection of stompboxes for an open night jam or something. No programming needed.
Can you do a demo video of how you'd chose either the M9 or the HD500 for different applications?
