Connecting a mac mini to an old (2009) iMac: Command F2 did not work. What now?

Unfortunately, that setup is not supported by Apple. The iMac cannot be used as a monitor for any of the newest Macs and target display mode is no longer a feature of macOS.

As Apple states them, here are the rules for target display mode on iMac:

click> https://support.apple.com/en-us/HT204592

Per the link above:

• Make sure that your target iMac is using macOS High Sierra 10.13.6 or earlier. 

• The source Mac must have been introduced in 2019 or earlier and have macOS Catalina or earlier installed.

There are reports of the 2009 24" and 27" iMacs working in target Display Mode with any Mac, including those that Apple says won't work. Apparently this is because the those iMacs behave exactly as a Mini DisplayPort display, so the other Mac doesn't have to know about Target Display Mode. This won't work with newer iMacs because they use Thunderbolt, which requires Target Display Mode support on the other Mac.

You will need a USB-C to Mini DisplayPort cable.

mophie USB-C Cable with Mini DisplayPort Connector - Apple

It won't work with a Thunderbolt cable or adapter, even if the plugs fit.

Most HDMI to DisplayPort adapters or cables are for connecting a HDMI display to a computer's DisplayPort. They don't work the other way. There are some converters that do, but they cost a lot more than a simple USB-C to Mini DisplayPort cable.