I would go with the D850 and 500mm prime.
The megapixels on the D850, give you some wriggle room with cropping, so you have sort of got the equivalent of a 500mm to 750mm zoom for more distant subjects, but lots of quality from that sensor and lens when you can get close enough.
It isn't going to match the A9 for birds in flight, but for other wildlife subjects the D850 AF will be as good and sometimes better than the A9.
The 500mm with an FTZ adaptor will work just fine on a Nikon Z, and the Z system seems to be coming along nicely for when the inevitable happens and we all go mirrorless, but for wildlife, DSLRs still have some life left in them.
If you add the existing Nikon long lenses (which should work fine with the FTZ) to the lenses in the Nikon Z road map (all due by the end of next year) and you have a really good choice of wildlife lenses from Nikon. You also have the versatility of mixing and matching Nikon F and Z mount lenses and cameras. Including secondhand exotic primes that may not otherwise be affordable (at least for me, but you may have more money available).
But as I'm already committed to Nikon, have no "burning" desire to go mirrorless (but still look forward to the day that I do) and I'm not that fond of zooms (even though I use a Nikon 200-500 zoom), my views are almost certainly a bit biased towards the Nikon option.