IIRC, ME firmware depends on motherboard chipset and CPU installed. As such, trying to install ME v9 when chipset/cpu only supports ME v8 could be problematic and may fail, possible fail silently.
Then there is the issue that BIOS can't be updated from a very old version directly to latest as some upgrade steps are sometimes needed, usually at points where downgrading is no longer possible. Possibly, such issues may also exist for ME firmware updates.
What i would suggest is to read the BIOS and ME firmware release documentation for all version released on the HP support page for z230. I'd pay particular attention to fixes, system requirements/dependencies and install instructions.
Reading the above, you may find it is better/safer to un-provision ME before updating BIOS in stages to the latest version available. Then update to the latest ME firmware available (if appropriate for the chipset/cpu you have)*. Then re-provision ME as desired.
The ME firmware download contains a tool to check ME status which can be useful.
Note that there are a number of vulnerabilities in BIOS and ME that are resolved with the various updates so it's worth getting on to the latest (which seems not to be sp78890.exe as linked in the post above)
Cheers.
*this is relevant for z210 but maybe this is not relevant for z230 so read the docs