Hei Arno!
1. First time
Yes its first-time install/upgrade, first updated to 3.2.69, then tried to upgrade to 3.9 Imported the categories from SQL its worked, but not for files. I know the new version isn't the same database structure.
I tried to delete a few backups just for testing, it will work if I uninstall all jdownloads its will be installed with an error, on its point I
2. The version
After updating to 3.2.69 its works without any errors. works as expected
3. Third-party
AltaUserPoints that installed with the latest version.