The most recent version of saxon9ee-api.dll needs .NET 4.0. What is the newest version that works with .NET 3.5?
According to the documentation (see the "Installing on .NET" page) Saxon versions up to 9.5 worked on .NET 2.0, versions from 9.6 document a dependency on .NET 4.0. I suspect that coincides with when we moved from IKVM 0.45 to IKVM 7; alternatively we might have changed the documentation simply because we were no longer testing on .NET 2.0 and therefore no longer felt able to assert that it would work. In fact the dependencies of IKVM on particular .NET versions seems to be a slightly murky area, and I suspect the question "what can I get to work?" has a rather more complex answer than the question "what is supported?"