midi won't freeze?

Freeze does not create new tracks. Freeze uses an existing set of audio+MIDI tracks or an instrument track. The audio is frozen in the existing audio (or instrument) track. Bounce will create a new audio track but still relies on an existing working set of audio+MIDI tracks, instrument track or bus as the source of the audio to bounce. IOW, without an existing source that makes sound there is nothing to freeze or bounce.

If you can hear the synth, there has to be an existing audio track somewhere that has the synth set as Input, and outputs to Master bus. Assuming the synth is in the synth rack, and you inserted it with the Simple Instrument track option, that Audio track will be combined with the MIDI track. When you freeze a Simple instrument track you should see the MIDI clip replaced by an audio clip in the track after freezing. If the MIDI and audio tracks are separate, you would see the frozen wave appear in the empty audio track.
 
In either case, the Freeze button should turn blue and stay that way. Is that the case? Or is the freeze simply failing?
 
In either case, try right clicking the track and choosing Split Instrument track, this will separate the MIDI and Audio tracks so you can more easily see (and understand) what's going on.

Hit H to bring up your Track Manager, and make sure all tracks are showing.

I had a couple of cloned tracks (B&D) hidden but they seem linked.
When I freeze one they both seem to highlight and the same thing happens.
On Freezing one drum midi track, all the drum trax highlight as if linked, sonar does some processing, and at the end, a track flashes (looks like it was going to work) and then disappears.
Same with the bass. I had a cloned track that is linked.