Thanks Telecharge.
I don't think which app I use is an issue.
When iConnectAUDIO2+ functions, all the apps I've tried (around 20) except for Model 15 have worked perfectly (The latter may have crashed it because it uses so much of the iPad's system resources.) They just need some basic core MIDI. On a few you have to alter the settings, but most work as soon as you load them.
But I'm having issues with my iConnectAUDIO2+. It may be a faulty unit. If it was working okay I wouldn't be writing. Before I send it back I'm looking to find out if a Sonar user has been able to use a MIDI controller with Studiomux. Studiomux offers suggestions on how to set it up in Ableton, Bitwig, Studio One, Garage Band, Logic, Reaper, Traktor DJ, Main Stage. But not Sonar.
I'm on the Audiobus Forum every day, but I'm hoping there is at least one person here who has used Studiomux with a controller in Sonar and can show me how. I think there is a better chance of finding that here than finding a Sonar user on the Audiobus Forum. My reading is that they are mostly iOS only, or use Logic and Cubase.
But if nobody responds here, I will post there.