-2 since we are no longer required to handle an empty list
-1 switching from join, j@, to concatenate, ; (the missed item does not need to be encountered in the middle for the method employed, being at the start of the trio is fine)
-2 switching from P¬aSH to oSH(OK to have two results since we flatten, half of 1 is 0.5 which is filtered out anyway, and having multiple equal results has no affect on the method employed either)
-1 Thanks to Mr. Xcoder (0-indexed input is allowed)
d3ZIỊoSH;µƝFf9Ḷ¤Q⁼
A monadic link taking a list of integers in [0,8] and returning a truthy value (1) if legal and a falsey value (0) if not.
Try it online! or see a test-suite.
How?
Looks at each adjacent pair of 0-indexed nodes in the input list. If the integer division by three of the two differs by 2 they are on the top and bottom rows, if the modulo by three of the two differs by 2 they are in the left and right columns. The sum of such pairs divided by two is either the 0-indexed mid-node of a three-node-line or a non-integer value -- so these values are first inserted in-front of the 0-indexed pair and then any bogus nodes (like 0.5 or 3.5) are removed, the resulting list of lists is flattened and then de-duplicated (to yield order-preserved, unique entries) and finally compared to the input - for a legal swipe all of this will end up being a no-op while illegal ones will add missing mid-nodes and/or remove duplicate nodes (note that no special casing is required for an input list of length 1 since it has no adjacent pairs):
d3ZIỊoSH;µƝFf9Ḷ¤Q⁼ - left input is a list of integers   e.g. [3,4,7,1,2,8,3]
          µƝ       - perform the chain to the left for adjacent pairs:
                   - e.g. for [a,b] in:   [3,4]         [4,7]         [7,1]         [1,2]         [2,8]         [8,3]
 d3                -   divmod by 3        [[1,0],[1,1]] [[1,1],[2,1]] [[2,1],[0,1]] [[0,1],[0,2]] [[0,2],[2,2]] [[2,2],[1,0]]
   Z               -   transpose          [[1,1],[0,1]] [[1,2],[1,1]] [[2,0],[1,1]] [[0,0],[1,2]] [[0,2],[2,2]] [[2,1],[2,0]]
    I              -   differences        [0,1]         [1,0]         [-2,0]        [0,1]         [2,0]         [-1,-2]
     Ị             -   abs(v)<=1          [1,1]         [1,1]         [0,1]         [1,1]         [0,1]         [1,0]
       S           -   sum (of [a,b])      7            11            8              3            10            11
      o            -   OR (vectorises)    [1,1]         [1,1]         [8,1]         [1,1]         [10,1]        [1,11]
        H          -   halve (vectorises) [0.5,0.5]     [0.5,0.5]     [4,0.5]       [0.5,0.5]     [5,0.5]       [0.5,5.5]
         ;         -   concatenate        [0.5,0.5,3,4] [0.5,0.5,4,7] [4,0.5,7,1]   [0.5,0.5,1,2] [5,0.5,2,8]   [0.5,5.5,8,3]
            F      - flatten              [0.5,0.5,3,4,  0.5,0.5,4,7,  4,0.5,7,1,    0.5,0.5,1,2,  5,0.5,2,8,    0.5,5.5,8,3]
                ¤  - nilad followed by link(s) as a nilad:
              9    -   literal nine
               Ḷ   -   lowered range = [0,1,2,3,4,5,6,7,8]
             f     - filter keep          [        3,4,          4,7,  4,    7,1,            1,2,  5,    2,8,         ,8,3]
                 Q  - deduplicate          [3,4,7,1,2,5,8]
                  ⁼ - equal to the input?  e.g. 0 (here because 5 was introduced AND because 3 was removed from the right)
Previous method
Jelly,  36  35 bytes
9s3;Z$;“Æ7a‘DZ¤;U$;©0m€2iị®oµƝFQ⁼ȧȦ
Try it online! or see a test-suite.
How?
Similar to the above but constructs all three-node-line possibilities and performs look-up (rather than checking as it goes using divmod to test and halving the sum for the mid-node).
Firstly the construction of the list of three-node-lines:
9s3;Z$;“Æ7a‘DZ¤;U$;©0
9s3                   - nine (implicit range) split into threes = [[1,2,3],[4,5,6],[7,8,9]]
     $                - last two links as a monad:
    Z                 -   transpose = [[1,4,7],[2,5,8],[6,7,9]]
   ;                  -   concatenate = [[1,2,3],[4,5,6],[7,8,9],[1,4,7],[2,5,8],[3,6,9]]
              ¤       - nilad followed by link(s) as a nilad:
       “Æ7a‘          -   code-page index list = [13,55,97]
            D         -   decimal (vectorises) = [[1,3],[5,5],[9,7]]
             Z        -   transpose = [[1,5,9],[3,5,7]]
      ;               - concatenate = [[1,2,3],[4,5,6],[7,8,9],[1,4,7],[2,5,8],[3,6,9],[1,5,9],[3,5,7]]
                 $    - last two links as a monad:
                U     -   upend = [[3,2,1],[6,5,4],[9,8,7],[7,4,1],[8,5,2],[9,6,3],[9,5,1],[7,5,3]]
               ;      -   concatenate = [[1,2,3],[4,5,6],[7,8,9],[1,4,7],[2,5,8],[3,6,9],[1,5,9],[3,5,7],[3,2,1],[6,5,4],[9,8,7],[7,4,1],[8,5,2],[9,6,3],[9,5,1],[7,5,3]]
                    0 - literal zero (to cater for non-matches in the main link since ị, index into, is 1-based and modular the 0th index is the rightmost)
                  ;   - concatenate = [[1,2,3],[4,5,6],[7,8,9],[1,4,7],[2,5,8],[3,6,9],[1,5,9],[3,5,7],[3,2,1],[6,5,4],[9,8,7],[7,4,1],[8,5,2],[9,6,3],[9,5,1],[7,5,3],0]
                   ©  - copy the result to the register
Now the decision making:
...m€2iị®oµƝFQ⁼ȧȦ - left input is a list of integers               e.g. [4,5,8,2,3,9,4]
          µƝ      - perform the chain to the left for adjacent pairs:
                  - i.e. for [a,b] in [[4,5],[5,8],[8,2],[2,3],[3,9],[9,4]]
...               -   perform the code described above = [[1,2,3],[4,5,6],[7,8,9],[1,4,7],[2,5,8],[3,6,9],[1,5,9],[3,5,7],[3,2,1],[6,5,4],[9,8,7],[7,4,1],[8,5,2],[9,6,3],[9,5,1],[7,5,3],0]
   m€2            -   modulo-2 slice €ach = [[1,3],[4,6],[3,9],[1,7],[2,8],[6,9],[1,9],[3,7],[3,1],[6,4],[9,7],[7,1],[8,2],[9,3],[9,1],[7,3],[0]]
      i           -   index of [a,b] in that (or 0 if not there)    e.g. [0,0,13,0,6,0]
        ®         -   recall from register = [[1,2,3],[4,5,6],[7,8,9],[1,4,7],[2,5,8],[3,6,9],[1,5,9],[3,5,7],[3,2,1],[6,5,4],[9,8,7],[7,4,1],[8,5,2],[9,6,3],[9,5,1],[7,5,3],0]
       ị          -   index into (1-based & modular)     e.g. [0,0,[8,5,2],0,[3,6,9],0]
         o        -   OR [a,b]           e.g. [[4,5],[5,8],[8,5,2],[2,3],[3,6,9],[9,4]]
            F     - flatten                          e.g. [4,5,5,8,8,5,2,2,3,3,6,9,9,4]
             Q    - deduplicate                                    e.g. [4,5,8,2,3,6,9]
              ⁼   - equal to the input?                            e.g. 0 (here because 6 was introduced AND because 4 was removed from the right)
                Ȧ - any and all? (0 if input is empty [or contains a falsey value when flattened - no such input], 1 otherwise)
               ȧ  - AND (to force an empty input to evaluate as 1 AND 0 = 0)
 
2Related. – Martin Ender – 2018-02-12T09:00:09.823
2Related. – 0 ' – 2018-02-12T09:15:27.207
Is the input list guaranteed to be nonempty? – Zgarb – 2018-02-13T20:55:40.373
@Zgarb yes. It'll be nonempty. – stanri – 2018-02-14T05:42:30.683
Related maths question: https://math.stackexchange.com/questions/205049/what-are-my-chances-in-a-most-excellent-adventure
– Pureferret – 2018-02-15T11:40:31.430