Converting Sonar Files to ProTools

 
If they are only audio tracks, simply lasso all the tracks and use the "Bounce to clips" function.
This ensure all your little clips within a track (from punch ins, exc) are solidified as one whole clip within the track.
If there are no breaks in the clips (in each track) and they all line up, just go to the audio folder and copy them to your new destination. There is a function in sonar that allows you to save a project with Tempo and automation changes to export to other DAWs but that rarely works to perfection.
 
When ever I want to open a project in another DAW (as I use Pro Tools and Studio One at times).
I make sure the audio all lines up (all the audio tracks start at 1:01) then I bounce to clips and use the sonar audio project folder to get them from there.
It saves the step of exporting or bouncing.

If there are tempo changes or markers you could add on empty midi track to the sonar project. Then you are able to save it as midi. That midi file is then possible to import into protools. You can then import the wav files.

let me ask you a question, what is the final goal  ?
Are you doing prep work for someone to mix your songs in pro tools ?
 
If so you have a few options.
1- You can try creating 1 OMF project and send it. see if he/she accepts it and with positive results. 
2- Sending the data (Audio tracks) making sure they all line up with a document attachment of the tempo changes, Track notes and details of the project.
 
I just cant understand why your moving the projects to a different platform (different DAW).
Maybe if I do understand I can give you a better idea of where to go from there.
 
I do a lot of different kind of work myself and as an engineer, I can tell you one thing, we hate receiving unorganized messes IE- 5 clips that go on track 1, 4 clips that go on track 2 and so on.
We also like it when every single track begins from the same spot. Midi tracks are a little different and can be over looked. Sometimes those will start on the second measure (2:01) and as long as its in the project notes given to the engineer, he wont have a problem with it.
 
There is a lot to be said of sending out a complete package. Many engineers, including myself will be more inclined to take a few dollars off of the over head price if there are no headaches involved. So this is what you want to achieve.
A Project Document: This includes a list of all the tracks. Any tempo changes should be noted in measures, if they are between a measure that should be noted as well. A list of problem areas, for example: a vocal section that has sibilance issues or a guitar part that has a buzz in one part.