For what it's worth, the M9/92Fs I've seen on the National Guard in various airports seem to be loaded (at least in the sense that there appears from a cursory glance to be a round in the chamber causing the indicatior "bump" to be "bumped up."
Disclaimer: my 92 is a 92G Elite-II, so the stainless slide allows easier viewing of the loaded chamber bump.
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Saving the world, one clue at a time.