The CM (Content Management) needs to be upgraded first, that is all that is supported for a staged upgrade. So a Web 8.5 CM and 9.1 CD upgrade path is not supported.
It is possible and supported to upgrade to a 9.5 CM and maintain an 8.5 (or 9.1) CD environment. Note that customers using a 9.5 CM and 8.5 CD CD environment are strongly encouraged to upgrade the CD environment to 9.5 at a later point.
9.1 and 8.5 documentation links on staged upgrades as below:
https://docs.sdl.com/816112/565387/sdl-tridion-sites-9-5/upgrading-------------sdl-tridion-siteshttps://docs.sdl.com/LiveContent/content/en-US/SDL%20Web-v5/GUID-2DF1AFF7-40C1-46E5-BA7B-5768B0544FA6