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#05AB1E, 15 bytes

₄DT*ŸʒD0åsSO9Q*

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Explanation:

₄DT*Ÿ              # List in the range [1000,10000]
     ʒ             # Filter this list by:
      D0å          #  The number contains a 0
              *    #  And
         sSO9Q     #  The sum of its digits is exactly 9