Back to the original question of 9mm NATO being +P
Hodgdon Powder's website shows that their maximum load for 9mm 125 grain FMJ produces 1169 fps out of a 4-inch barrel. Other maximum loads with other powders are 50-100 fps slower.
http://www.hodgdon.com/data/pistol/9mmluger.php
Outdoormarksman.com has Winchester 9mm 124 grain FMJ "NATO" in stock and states the performance as 1187 fps, no barrel length specified but it is commonly thought that 4 inches is the "standard" 9mm barrel.
http://www.outdoormarksman.com/product_info.php?cPath=65_1_28&products_id=8508
We may therefore deduce that 9mm NATO may not necessarily be +P but appears to be at the upper limit of standard pressure. Of course, this all depends upon the powder and actual pressure testing in a lab barrel. If you look at the Hodgdon webpage above, you will notice that the Clays loading for 125 grain FMJ produces the 2nd highest pressure of ALL 9mm loads on the page while being over 100fps slower than the Titegroup load - which is actually the highest velocity of the 124 grain loadings.
So actual pressure (and therefore +P or +P+ rating) depends upon what powder the NATO 9mm manufacturer was using to load their rounds.
As for .40 S&W, there is no +P or +P+ rating for this load. It's maximum standard loading is the maximum safe pressure for the load. 9mm being much older in origin can be loaded hotter for guns designed to handle the extra stress, thus the +P an +P+ ratings.
I still bet that if Steyr answers a direct question about +P and +P+ suitability, they will say no. However, I concur with others here that +P and +P+ will be OK in the M/S9 Steyr for limited use, IMHO.
Jeff