At 9 she is a little young to be displaying the sexual actions she already has. At 9 some girls do start to notice sexuality, and even mimic the behavior of those around them......but it can also come from abuse that the child has received. Wither she is being abused or not is questionable, but the comment of blood on her underpants is very concerning.
A child this young could mistake blood thinking it is from a period when in fact it could be from abuse, infection, or a illness. While children this young can and have went though pre puberty and experienced early menstration the fact is this is not necessarily the case.
Based on her sexual comments, the blood comment and her fear at returning home I would be concerned. The lice while not a abuse issue, could be deemed as neglect since mom has allowed it to go on for so long.
I know its often difficult to know when to make the call or not, but the fear of making a false report should never shadow what is in the best interest of the child. Often the little things that concern us are natures way of telling us something simply is not right. It sounds like you already know this......and based on what you are telling me I would agree.
I would say yes a quick call to the proper authorities informing them of the situation would be warranted in this case. The fact is if nothing is going on then there is no harm, but if something is going on and no one reports this then we risk the child being further harmed due to our own fears of being wrong.