Before when I saved my file cwp in mid, the fx were preserved and now, why ?

A MIDI file only contains MIDI data. A MIDI file saved in SONAR never contained information about the effects used in the project. A Cakewalk Project file contains information about the effects used in the project. Is is possible, when using MFX plug-ins in the past the effects were destructively applied before saving as a MIDI file?

I think I not make myself clear.

I speak midi effects that were saved in the sequence.

Now more effect unless it inserts the controllers 91 and 93 ...

If I understand correctly, you're saying the settings of the Reverb and Chorus controls in the Track Inspector for MIDI tracks are not getting saved as CC91 and 93 messages in the .MID file as they used to; is that right?
 
This may have come up before. I'd have to search.
 
Do you know in which version of SONAR this last worked as expected?

Yes on the track we puvait adjust the volume pan reverb and chorus. I had the Sonar Version 3.

This was backed up to the mid.

There are only the volume and pan who are saved.