I'm losing volume when exporting on Sonar 8.5 Producer

Are you playing back the export on the same monitoring system? What player are you using? WAV or MP3? Make sure you haven't raised the level of SONAR's Main Out hardware bus above 0dB (expand the far-right pane in the Console view is it's not showing).
 
Try this:
- Create a track in your project called Master Bounce
- Set the output directly to your audio interface's Main Outs (i.e. parallel to the Master bus output).
- Bounce to Tracks the whole project to that new track with Source = Buses, and only the Master bus selected.
- Group that track's solo button in opposition to the Master bus solo.
- Start playback and toggle the solo on the Master Bounce track; the levels should be identical.
- Export the the Master Bounce track with Source = Tracks as WAV or MP3 and play it on your other player/system.
 
That should show you the bounced/exported (same code) output of the Master bus is consistent with the live mix, and any differences you hear when playing the file back somewhere else are due to differences in the player and/or monitoring system.
 

So you're using Audacity to play back the exported WAV and MP3? And do you have a dedicated external audio interface or both SONAR and Audacity are using your onboard sound?

@ Brundlefly : I'm using an Echo audio Layla 24 (the old model, I bought this many years ago).
My monitors are plugged on Layla, and every sound on my computer is going through my monitors (Tapco)
@ Bristol_Jonesey : Everything is at 0 dB
 

If you imported the exported Wave file back into an audio track in SONAR and a/b, how does the volume compare to the live synth tracks?