There will be no problems running ESS9 and installing Malwarebytes Antimalware. You would also have no problems running MBAM Pro in real time if you really wanted to however I always run ESS with MBAM on demand as personally ESS real time protection is enough on it's own for me.
I have run ESS with many different on demand scanners installed without any problems.I have even run ESS alongside WSA without any problems with exceptions made.
The important point here is yes you can install MBAM,EEK,Zemana or any other AM program and it is advisable to have a couple of these installed to run periodic scans in case your real time protection missed something