Single Track/Multi Track?

Use a different midi channel for each part. 
 
TTS-1 has 16 channels , the default is piano for all but ch 10 which is the drum channel. 
You can change each channels instrument by clicking on the GUI beside the fader. Of right clicking in track view and use preferences to select a bank and instrument. 
Change channels there as well. 

Try opening Event List View.  It may reveal something relevant.
 

You might be a victim of Sonars MIDI PG is hidden from you. It should show in the event list but they for some reason do not. I mostly run into your issue with downloaded midi files where the author added a PG change mid song and thats what happens. I do not understand why Sonar is the only daw I have used that hides the PG data from you.
My only solution is to open the midi file in Cubase first, and delete the PG message, save and then open in Sonar.  
Use any midi sequencing program and go look in their event list. There are a lot of freeware simple midi sequencers if you don't have another daw on hand. 

There are huge differences between TTS-1 and DimLE. DimLE only handles a small subset of MIDI instructions where TTS-1 is a GM synth designed to handle a wider variety of MIDI instructions. Usually TTS-1 is better at handling MIDI generated outside of SONAR but this appears to be an exception. It is not clear what tool is being used to generate the MIDI data but many have options to control the data exported to the MIDI file.

Flashart
Just an update, I've just tried it with a completely different VST (Dimension LE) and it worked perfectly. So I'm guessing either TTS doesn't like what I'm doing or it is somehow corrupted.

TTS-1 is not corrupted. It is following an explicit command embedded in the file.
I think you are very close with this is statement:
 
 "I think the problem must be that when I'm writing on the staff the two clefs are "joined" but
HS7 splitting the track leaves some info behind? Does that sound possible?" 
 
Yes, I believe it does. When you import this file, it contains information that tells Sonar to create two MIDI tracks, and specifies bank and patch settings for both. When you play this file, Sonar responds to the bank/patch data (the program changes Cactus mentioned) and TTS-1 simply responds to the instructions it receives.
It would appear that when you split the MIDI into two separate files and import them, bank/patch data is being stripped. This leaves TTS-1 free to respond to internal settings, or those from the track settings in Sonar.
There is a hierarchy at play here.
1. Embedded program changes(bank/patch) will override everything.
2.Bank/patch settings in your track pane will override selections in the TTS-1 GUI.
3. If nothing is selected at a higher level, patch settings in the TTS-1 GUI may stay put.
 
Since you have discovered that importing the MIDI tracks as separate files is more cooperative, I would be inclined to move forward with that method.
Otherwise, if possible, you may be able to open the event list in the source program, and remove bank/patch instructions there.
 
As scook alluded to, DimLE does not respond to GM bank/patch settings. They mean nothing to it, so it ignores them. On the other hand, TTS-1 is a dedicated GM2 synth, and it responds to all GM instructions sent to it, intended or otherwise.
Sorry for being so long winded, but I hope that helps.

Glad to help.