How long is applying cold compresses effective? I still have swelling on my face and jaw line 9 days after surgery.

It seems that your recovery after surgery is going okay. Usually cold compresses are effective for the first two days. After two days, the swelling is at a maximum and then starts getting better. Please make sure not to use cold compresses or ice too long or often as the last thing you want to get is frostbite or injure your skin since it might be numb after your surgery.
To answer your one question, yes usually it is not uncommon for things to be swollen after a facelift. Usually it's worse the first week but gets better every week. I know it's hard to be patient after surgery.If it does not settle, you can undergo corrective surgery with additional surgery.  I would recommend that you see a board-certified plastic surgeon in your area that is a member of both ASPS & ASAPS and performs a lot of facelifts if you want a second opinion and of course, make sure you follow up with your own surgeon and talk about this if you have concerns that linger. I hope this helps and wish you all the best in your surgery and event. If it does, please take a moment to up vote this answer on the “respond” button on the top right.  

Cool compresses or ice in the first few hours after facelift probably helps swelling modestly. After that it has no effect and is used primarily for comfort.

Swelling after a facelift varies, depending on your age, what medications you normally take, on the surgical technique used etc.  It is perfectly normal to remain visibly swollen for two weeks or so, and it can really take full three months or more for all swelling to be completely resolved.  I don't think cold compresses will make much of a difference 9 days after surgery.