I got this response from Overloud support about midi program changes not working in SONAR for the full TH3 release ever since version 3.1.6 which is when it went to vst3:
Yes, this is an issue with the VST3 format and we are currently working on it.
If you wish to use the latest version of the plug-in and correctly receive Program Changes, you should use the VST2 format.