I'm certainly no vet and have very little experience with heartworm in cats. That said I'd wonder if the pred is actually surpressing some type of allergic reaction to something? I know animals with allergies can lose fur, or pull it out from itching, and usually pred surpresses the itching and the fur grows back.

9 months is a long time to have an animal on pred and from what I know long term use can also cause the body to stop making it's own cortisol releying instead on the pills for it.

Honestly if it were me, I'd seek a second opinion, if nothing else for peace of mind that the pred is the only way to control the fur loss or maybe there is something else another vet may know of that would help this situation.

Good luck.