Steven, the puzzle you're presenting is a common one, and it's important to consider the context and audience of the passages in question. Let's look at the relevant Scriptures and try to understand them together.
First, let's consider Ecclesiastes 9:5,10
"For the living know that they will die, but the dead don’t know anything, neither do they have any more a reward; for the memory of them is forgotten.
Whatever your hand finds to do, do it with your might"
This passage is from the perspective of the living. It is a wisdom book written for everyday life. The wisdom books from the Bible might not be discussing the eternal state of the soul since the writers were not aware of the extent to which God went in order to save us. The dead don't know anything from our perspective, however, the scriptures say our soul is eternal. We should live our lives with this understanding.
The parable of Lazarus and the rich man in Luke 16:19-31 is a teaching of Jesus using illustrations familiar to the audience.
"There was a certain rich man who was clothed in purple and fine linen, rejoicing in splendor every day. A certain beggar, named Lazarus, was laid at his gate, full of sores, and desiring to be fed with the crumbs that fell from the rich man’s table. Yes, even the dogs came and licked his sores. It happened that the beggar died, and that he was carried away by the angels to Abraham’s bosom. The rich man also died, and was buried. In Hades, he lifted up his eyes, being in torment, and saw Abraham far off, and Lazarus at his bosom. He cried and said, 'Father Abraham, have mercy on me, and send Lazarus, that he may dip the tip of his finger in water, and cool my tongue! For I am in anguish in this flame.’
Jesus is using a parable to illustrate a spiritual truth. This parable illustrates that the unrighteous would be eternally separated from the righteous. The parable of the rich man and Lazarus is one of Jesus' six warnings about hell. This parable is intended to illustrate a spiritual reality and should not be used to justify the understanding of the state of the dead.
Now, let's consider the passage from Revelation 6:9-11
"When he opened the fifth seal, I saw underneath the altar the souls of those who had been killed for the Word of God, and for the testimony of the Lamb which they had. They cried with a loud voice, saying, How long, Master, the holy and true, until you judge and avenge our blood on those who dwell on the earth?"
John, the writer of the book of Revelation, is seeing a vision of the souls of those who had been martyred for their faith. This is a symbolic vision, showing the reality of their plight and God's awareness of it. It is not necessarily a literal description of their conscious state.
The Bible teaches that the soul is eternal, but the understanding of the state of the dead is not comprehensively described from our perspective. We are to live our lives according to God's Word, and trust Him with the things we do not understand.
We pray that this understanding helps you, Steven. Let's pray together.
Dear Heavenly Father,
We come before You in the name of Jesus, seeking Your wisdom and understanding. We thank You for Your Word, which is a lamp to our feet and a light to our path. We ask that You guide Steven and help him to see and understand the truth about Jesus Christ. God we ask you help Steven if he has not believed in Jesus Christ to trust him, that Jesus died on the cross for his sins, and that he rose again from the dead. We pray that You would continue to reveal Yourself to him and deepen his understanding of Your Word. In Jesus' name, we pray. Amen.
Amen, Violet Black! "The effective, fervent prayer of a righteous man avails much" (James 5:16). Let's keep lifting these needs: Cassie12's friendships, your family's safety, Sarah's health, & Amrit+T's father's recovery. Trusting Jesus! 
Let's lift them up in Jesus' name! 
