You cannot change the port Eikon listens on for for connections through Eikon Data API. The port is determined at the startup of Eikon. If port 9000 is occupied, Eikon tries port 9001, 9002 and so on until is finds the one that's not occupied. Then this port number is written into the file "%APPDATA%\Thomson Reuters\Eikon API Proxy\\.portInUse". Eikon Python library picks the port number it tries to connect on from this file, but you can also call set_port_number method to attempt the connection on the port explicitly specified by you.
You can see which port Eikon listens on by running "netstat -anb" as Administrator from the Command Prompt. In the output you're looking for the line:

TCP 127.0.0.1:9000 0.0.0.0:0 LISTENING
[Eikonbox.exe]