Well - I suggest you go back and read the post I wrote, that Craig included the link to in his post above.
In that post, both options 1 and 5 do not utilize Per-Project Audio, and neither of those options presents a path for the project name or for creation of any Audio folder for Per-Project Audio.
In addition, CTRL+N always worked the same, in prior Sonar versions, and the option I called Option 1 in my post is the very first option displayed on the Start Screen choices - it is 'New Project'.
So, I am not sure what options from my post that you tried, but I just now double-checked what I had posted, and validated Sonar functions as I had indicated in my other post, for each of the 5 options I had listed.
I recommend you go back and again try 'New Project' from the Start Screen, OR CTRL+N.
Bob Bone