Hello,
Let me introduce some questions:
1- What is the need to get the 5V from 24V, can not be from 12V? Is GND from power supplies uncommon?
2- What is the technical ability of the applicant, would it be possible to change the regulation of the source from 12V to 9V?
(Generally these power supplies have an IC of the TL431 model, and a resistive divider, which can be programmed)
What I would do:
I would change the 12V source to get 9V, but in the latter case,
From 12V I would go to 9V with LM7809 (Up to 300mA).
From 12V I would go to 5V with 78L05 (up to 50mA).
Remember that it is also possible to use series resistor (or diodes) to lower the voltage slightly, and reduce the dissipation in the regulator.
As for the capacitor value, in a linear source, 1000uF is usually used for each Ampere, and due to the high internal resistance of the electrolytic capacitor, more capacitors of 100nF and 10nF are used in parallel, preferably close to the sensitive components as well.