Can you at least tell us which effect you're talking about?
We really do need some details in order to be able to help you, eveln.
The Clip effect crops the sides of your video frame and replaces them with whatever color you designate, as in your first example. The actual video frame size doesn't change --- your video is just cropped in.
If your video or photo is smaller than the frame, you'll get what you show as your second example.
You didn't open a version 4 project with version 9, did you? That's a no-no, as it's been known to cause strange behavior.
No, I started a new project in version 9.
The only way to mimic the way it worked in version 4, is to use the clip effect, and the crop effect on top of that, but that's an extra step to take. I guess if I have no choice, that's the way I'll do it, but I liked the way it worked in pe4. I used it all the time.