Hi Michael.
Having read your post, the first thing that strikes me is that you're right, the latency round-trip time does seem quite high as I've just checked mine and it's 13.2 secs which some would say is still a bit high but I don't hear any latency problems and neither does anyone else so I'm not worried.
There is one thing you'll find and that is a lot of DAW users nowadays use predominately VSTs so what you're asking will be fairly alien to them as they don't have the problem of interfacing hardware with the software and when I first started using Sonar, I found myself out on a limb with this.
However, being a huge Roland fan having had and still have loads of their gear and I've got my beady eye on a TR-8 myself, I'd be interested in finding out what's going on here so I'll try my best.
The way I interface Sonar with the outside world is by using a couple of Edirol/Roland 8x8 and 5x5 MIDI to USB interfaces and what I would say is firstly, look at the drivers of the Focusrite and the TR-8, ensuring they're up-to-date. I can't emphasize this enough as while it may seem like a minor point, I once fell foul of exactly this as I refused to believe a driver could cause timing issues - it was an M-Audio interface!
Are you aware that Roland have released a newer firmware for the TR-8 as it resolves several issues and have you applied the update?
Have you also tried interfacing the TR-8 directly with your computer using USB as this is an option with the TR-8 (I think I read that in the manual)? That may solve the latency issue.
I think firstly you need to identify whether you've actually a MIDI latency or audio latency issue. The one area I can't help exactly is X3 because I'm using X2 but they should be near identical.
To do that, I'd suggest resetting any values you've altered and then following the Cakewalk knowledgebase article, adjust one thing at the time to see what makes a difference otherwise you'll go round in circles.
Have you also tried just syncing the TR-8 via the Scarlet, setting Sonar as the master clock and the TR-8 as slave and seeing what that does? I always run my drum machines like this and never have any problems.
Also, what happens if you follow the above and monitor the direct output of the TR-8, even with a pair of headphones as that should rule out an audio latency issue.
I've actually made a number of assumptions here as how are you routing the audio of the TR-8, back via the Scarlet?
Also, how are you using the TR-8? Are you just sending MIDI Sync and using the TR-8 natively (as a proper rhythm machine or just as a sound source as that's another option open to you as this is what I do now for simplicity as Sonar has a nice step-sequencer built-in to each track, quite TR-ish actually) as it has certainly come along way from the version you were using.
You should also be aware that until X2, Roland owned Cakewalk and as a result, they're very familiar with X2 and I've found their product support guys, some of the most responsive and helpful technical team in the industry so it's always worth bouncing this back to them.
Assuming on my part is probably a bad idea but perhaps if you detail the audio and MIDI routing, that'll help others to make more pertinent suggestions.