Has anyone developed a way to use program groupings (Combi, Performance) with Sonar?

I've never heard of 'Combi' or 'Performance' in this context, so I would guess that they're non-standard. If so, a SysEx message is the only way you can access these features from a standard DAW. Perhaps if there are common hardware units that use such systems then it would be possible for a DAW to support that directly, but given that soft synths seem to only use Program changes (eg. Kontakt lets you set up an Instrument Bank of 128 different instruments and switch via program changes), it would seem that there isn't likely to be a lot of demand for this sort of functionality, unfortunately.

The terms I am familiar with are Patch mode and Performance mode. I have an XV 5080. I have always looked at Performance mode for MIDI triggering use and Patch mode for live triggering. Both are triggered by MIDI but the Performance mode allows all 16 channels to be used. Patch mode is for using the entire synth for a single sound.  Layering various patches on top of one another.  Performance mode is used to have each channel play a different patch. The only reason this is the way it is is due to the limitation in total memory a hardware synth has. The number of voices is also limited. 
 
To my knowledge the way to trigger patch mode and set up a patch is via sysex. With performance mode one can use normal means to control patch changes and use an instrument definition.   

To elaborate, I want a project to set my Kronos to the proper patch (whether it is program or combi) when the project loads and/or starts playing.
 
The "traditional" model is that every MIDI track in the project corresponds to a different MIDI channel, and you send program changes and MIDI data on those channels to the multi-timbral synth. This still works fine with software synths, but things are more complicated with modern hardware synths that have additional functionality at the Combi or Performance level.
 
Using the Kronos as an example, the Combi often contains specific Karma (arpeggiator and automation effects) and specific insert effects routings.  Even though a combi is based on a number of "timbres" that may be on different MIDI channels, there may be more than one timbre assigned to a a single MIDI channel. So the behavior of a Combi cannot be duplicated by just emitting program changes on several MIDI channels.
 
For those reasons, I have a number of projects that are based on a Kronos Combi, not discrete programs.
Thus, there is a need for Sonar to put the Kronos into Combi mode, and select a specific Combi, to properly initialize the instrument for the Sonar Project.
 
With the existing INS file, there is no concept of a "Combi".  The best I can do is hand-edit a sysex message in the Event View to select the Combi mode, and then send a program change to select a specific Combi.  That's just the first issue. In addition, when I edit that Patch Change event to select a Combi, the Sonar instrument definition knows only about Programs.  So if I want the Combi at Int-A005, the Patch Change dialog will be showing me the name of the Program at Int-A005.
 
By the way - for anybody that has a Kronos, I wrote a little utility to convert the Kronos PCG file to a Sonar INS file:
http://www.synthify.com/Kronos_SW_dev/index.html#PCG2INS
 

At some point in the history of Cakewalk and Sonar, there was an ability to specify a MIDI "setup" message to be sent on project load. I thought it was part of Project Info, but I don't find it there now.  Does anyone know where that function has moved?
 

Would it be possible to create two different instrument definitions for the same piece of hardware?  One that addresses what the OP calls Programs and the other to address the Combi?