You also should understand that unity gain on the Edirol R09HR is someplace around the 40 setting (look in the early Team R09HR forum...detailed discussion there). What that means is that when you set the R09 at 40 or above, the R09HR is adding gain to the signal that's being provided from the battery box. The added R09HR gain may be what is causing your distortion, even if your levels on the R09HR during the show aren't peaking all that high.
What I always tried to do when I owned an R09HR is to always record at or below the 40 setting. If your overall levels are low, then look elsewhere to get your levels up to where they need to be, but not the level control on the R09HR. You don't have a preamp, so that's not a solution for you (although that would be the best answer if you DID have a preamp). Perhaps your mics or battery box have some settings you could tweek.
In the end, you may just have to record with your levels peaking somewhat low (since you can't bring them up with the R09HR without exceeding unity) and then bump the levels up in post to where they need to be. It's not the ideal situation, but certainly acceptable practice, especially since you're recording in 24bit and you can bump levels alot without any appreciable degradation in sound quality (although you do increase the noise floor using this method, but the R09HR is quiet to begin with). For example, I had some R09HR recordings in the past that peaked at -20db or lower during the show and after adjusting them in post, they still sounded just fine.
PS: If you can't get your levels high enough to satisfy your tastes, you might need to buy a preamp (e.g. Church Audio ST9100) to amplify the signal cleanly enough to get your levels up instead of just going with a battery box.