Test the polarity with a comparator and use the output to switch in the current sink or resistor.
The series resistor (R1) ensures that the comparator can accept negative inputs without bursting into flames.
Check the datsheet for the maximim current allowed in the ics protection diodes. LM393s are quite robust in this respect.
Dirt cheap too. How much current can your 9V supply provide, enough to pull in a chunky relay? Not much, use a mosfet.
The Eload you are describing has the topology as sketched out.
It seems simple but there's a catch.
The sink must be able to operate below or very near to 0V, that will be the hard part.
A controlled sink cannot go down to 0V without a negative supply.
It needs to have a voltage at least -(Vref+Vgs) to work.
Without it the sink will go high Z when there are still a few volts on the supercap.
Even with a very low vref and a bipolar npn or a Darlington the problem remains.
A negative supply capable of sinking the full current will be needed.
I'd stick with the car relay and a fat wirewound resistor.
You could switch in a series of smaller resistors as the discharge voltage drops to hurry things along. A staged discharge.
An quad comparator, a few mosfets and resistors might be just the job. Or do it in code if you feel the urge. LM3914 anyone?
Still, you've got 10kJ to dump overboard and thats going to push the thermal design a hand held unit to the limit. Get the oven gloves out.