Controller options and how to learn to set up controllers properly

Long time cakewalk user here (since dos versions in the late 80's).
 
Current setup:
Small 2 octave Arturia controller
Novation Launch Control
Launch Pad S
 
Questions (what I need your advice/comments with):
The small keyboard is really is limiting me on my production work (I need at least 61 keys but prefer 76 and will do 88 weighted if I can get one at the right price) and I'm struggling to get any of the controllers working properly in Sonar X2. I've read the articles, I've watched instruction videos, but I can't seem to get the settings correct.
 
For instance, I can set the Launch Control to handle Stop/Play/Rewind and other programmable items for the buttons in this screen (sample image from Google, NOT my setup):
 

 
but I can't get the knobs to control the volume sliders for tracks. I can set them using the "remote" control option by right clicking on the volume sliders, but these do not stay after I close Sonar.
 
So, what I'm thinking of doing is just purchasing a controller that is known to work good with Sonar already (has a predefined ACT file).
 
Would the Roland A-800pro solve this issue?
What is the best controller that is known to work with Sonar? Do the pro's struggle with this same thing?
How can I setup the launch control to just control Omnisphere from Sonar?
 

I have a video example in my signature.

Thanks for the videos! I was able to finally understand the process and get my LaunchControl working for the following:

• Main transport controls
• Changing tracks
• volume and pan controls that can advance per bank to control all tracks

Now, here is my new problem. I attempted to use ACT to control Jupiter 8V2 (figured it was a straight forward vst so a good one to start with) and programmed in all the controls. Then I saved my control file, closed sonar and reopened and the settings were gone for it. Do I need a different process for it to save in the ACT vst settings?