But this battery wouldn't be enought for the AD-20/PS-2 - both of those want 9-18v IIRC.
This is exactly what I was thinking. By using a spliter the 9V battery would be halfing the power to the PS-2 and AD-20.
Not true -- if the power from the 9 volt is split by running the 2 connectors in parallel (positive from the battery to positive on each of the 2 connectors and negative to negative), each of the connectors would receive the full 9 volts output by the battery (and would be able to obtain 1/2 of its total current output). IF wired in parallel, each connector would be hot once the setup was attached to the battery and the battery should power both units simultaneously or either of the units individually.
I believe a voltage reduction would only occur if the 2 connectors were run in series, i.e. positive from battery connected to positive of first connector, then negative of first connector connected to positive of second connector and negative of second connector to battery. If you wired the connectors in series, neither unit would operate unless both were plugged in (since both would need to be plugged in for the circuit to complete) and each would receive approx. 1/2 of the voltage being supplied by the battery.
Are you sure your lithium ion battery is putting out 9 volts (and is not a 7.2 volt battery)?
Do the low battery lights on the ps2 or ad20 illuminate when plugged into the battery?
Is the polarity correct on each of the connectors?
a 5200mah 9 volt lithium ion battery should power both the ad20 and ps2 for a REALLY long time -- total capacity of a typical "normal" 9 volt alkaline battery is around 570 mah (see, e.g.
http://www.pcconnection.com/ProductDetail?sku=4863137) -- thus, being conservative with numbers, the 5200mah external battery should run the ps2 and ad20 for at least 4 times as long as a pair of "normal" 9 volt batteries.