I don’t see Romans 9:14–29 teaching that God created sin. That passage is about God’s sovereignty, mercy, judgment, and His right to use even rebellious people within His purposes. But using sinful choices is not the same as creating sin.
Scripture is very clear that God Himself is not the source of evil. James says, “God can’t be tempted by evil, and he himself tempts no one” (James 1:13). Sin comes when desire gives birth to disobedience (James 1:14–15). John also defines sin as lawlessness, not as something God created (1 John 3:4).
Genesis says everything God made was “very good” (Genesis 1:31). Sin entered the world through human disobedience, not because God created it (Romans 5:12).
So I would say God created beings capable of moral choice, but sin came through rebellion against God. God can judge sin, restrain sin, permit sin for a time, and even use sinful actions to accomplish His larger purpose—like Joseph said, “You meant evil against me, but God meant it for good” (Genesis 50:20). But that does not make God the creator of sin.
Romans 9 shows that God is sovereign over vessels of mercy and vessels of wrath, but it does not teach that God created their sin. It teaches that even human rebellion cannot overthrow His purpose.
IMO:
God is Creator--everything, every person, every thought, every molecule. It could not be otherwise, else God would not be sovereign. We are actors in a play.