Cant hear Cognitone midi output until I select anything in the Sonar open window (SOLVED)

I have been trying out Cognitone's Harmony Navigator2 to add midi chord progressions to some projects in the latest edition of Sonar Platinum 2017.10.  I have Win10's recent updates and record audio/midi through a VS-100.  I can link Harmony Navigator2 to Sonar with LoopBE.  Program some simple chords in HN2 in simple tracks to send to corresponding tracks in Sonar PLT that are running TTS as an instrument.  No problems with any of that.  I can then hit 'Play' in HN2 and the sequence starts.  I then have to select one of the open windows of Sonar to start to hear anything.  Funny thing is, with the PRV open in Sonar, I can see the correct midi notes playing on the piano in the PRV, but I can't hear the sound from the TTS until I select something in Sonar.  
 
It seems like a simple switch somewhere that needs to be selected to get the sound which shows up in the PRV to start coming through the TTS instrument.  Once I get the sound going by selecting something, I can easily record the midi coming through to the TTS.  What setting am I missing here?
 
Also, how do I get Sonar and HN2 starting at the same time? I can work around both of these, but it would be nice to hear the sound start as soon as I hit play in HN2.  And it would be a bit easier if both HN2 and Sonar could be started together.  Actually I was trying out ChordPulse and was having the same issues.  
 
Thanks for any suggestions!

thanks azslow again!  Quite a few months ago I did check the 'Suspend Audio Engine When Sonar is not in Focus' when I was seeing if the ASIO driver for the VS-100 could go back and forth between 2 separate programs.  It doesn't, but I had forgotten to uncheck that box.  With it unchecked I can press play in the Harmony Navigator2 program and the sound is heard through Sonar.  
 
That definitely solves one aspect of my question.  Now is there any way to have one button start HN2 and Sonar at the same time?

Comparison charts can be huge eye openers! So for just about $300 dollars more than HN2, I can get DAW sync! If I get this program, I will just work around that! thanks!