Is it possible to map different reports within the same 9.x project to different data warehouses using connection mapping?
As outlined in KB20740: What is Connection Mapping and how is it configured in MicroStrategy Developer 9.4.x-10.x? , connection mapping requires the use of one single database instance, with users being mapped to different database connections. On that basis, it is possible to specify only one database type within the database instance:

This means that connection mapping cannot currently be used as a mechanism for mapping specific reports to data warehouses of different types.
WORKAROUND:
Users may wish to consider specifying the connection to one of the data warehouses as the primary database instance for the project and then using Freeform SQL reports to extract data from the second warehouse. Further information can be found in KB30310: How to create a Freeform SQL Report in MicroStrategy Desktop 9.x.