Thanks al lot, scook! But no. Running regsvr32 from the DOS-prompt was successful as such, but nothing happened in the plugin manager (status quo). (I am not sure though that when you open the DOS-window by SHIFT-right click on the appropriate folder makes you administrator.)
My latest try was to remove all files from the Shared MIDI Plugins folder, reboot the computer, clean the registry with a tool (RegCleanPro), reboot the PC again, start SONAR, rescan the plugins (but that has probably no effect on the MIDI effects). After all that, it all looked the same: still 7 entries of MIDI effects but with no filepaths. Where are these files registered in SONAR??? I have looked in the .ini files, but nothing there.
(5 minutes later)
Right now, I made a search in the registry with the CLSID that is displayed below the empty filename row at the bottom in the Plugin manager, and there was an instance with value "Cakewalk FX Arpeggiator". Is that the place where SONAR looks for registrered plugins?
As a last thing a ran RegCleanPro again, and it says that now the register is clean.
What happens if I edit the registry and simply deletes the appropriate CLSIDs? After that put all the files back into the folder, and then use the regsvr32-command to re-register?
This last thing is far outside my comfort-zone, but I will probably have a go at it.