Can I replace chips from an old iPhone 5s to another with icloud lock?

I’m sorry to say that if you don’t have the tools or experience to address Error 9, you certainly don’t have what it takes to transfer over the Baseband, EEPROM & NAND. This would be an advanced repair and require proper tools and lots’s of skill and experience.

Still, this is entirely feasible (as opposed to more recent phones which also require the CPU) and if you really value your data, perhaps you could have it done by someone with more experience. Otherwise, practice on dead boards until you can do it reliably.