After some time spending with it. Turns out If I change my USB port and connect it another USB port, Mega detects in the new Port as COM 6. I can upload codes to the Mega using this COM port(COM6), though it shows error sometimes. But if I change it back to previous USB port(Here Mega detected as connected in COM9), I can't upload anything. You can see the error message in the above link. I also have a UNO and tried uploading code to it through the same USB port(here it detects in COM8), I can upload code.
I used working COM(COM6) to upload Marlin FW to the Mega and I can connect my printer through same COM port(COM6), but if I tried it through COM9 I can't connect.
So why can't I use COM 9???
PS: I've been using COM9 to communicate with the Same Mega