...connected to a power supply with 9v/1A and 5v/2.5mA for Arduino and R'pi respectively.
There is something seriously wrong with your current numbers. The Raspberry Pi is certainly not going to work with a power draw of 2.5mA. You also lack any real information allowing responders to help you.
The servos you talk about are RC servos, they are likely to need 5-7V and depending on size (which you don't give) may need 100-500mA each under load.
The Arduino (assuming a Uno configuration) will need 5V @ about 80mA (though you can power it via the onboard regulator with 7-12V).
The Raspberry Pi (assuming Model 3) could be between 500mA and 1A depending on peripherals. It has a quirk also that you need to have slightly above 5V (the onboard low voltage indicator is set to 4.95V). It is advisable to set your power supply to 5.1-5.15V to ensure that any ripple does not impact operation. Lots of folks miss this and end up with unreliable operation.
You can power the R'Pi and the Arduino from the same 5.1V power supply, but I'd ensure that it can supply 1A to be safe.
I'd recommend a separate power regulator for the RC servos, since the stall current can be quite high.
If you have a 9V 1A supply and a 5V (I hope it's actually 2.5A) supply, I'd suggest you use the 9V supply (with an external regulator) to power your servos, and the 5V supply to power the R'Pi and the Arduino.