Thankx for your answers.
@michael Diemer: Each instance of Aria player would create 16 tracks for one instrument folder, I'd have to delete 15 of them and I'd have to be careful which channel to retain. My RAM is at 16GB, I never tried out before if 11 instances of Aria Players (plus additional other synths) would be overload. Sorry, doesn't seem to be a practicable solution - and in earlier times I didn't have that issue.
@mettelus: What you describe is the default insert dialogue. I just checked it and found there was all as you described. I could crosscheck in ProTools what happens there, just to find out if this is a new issue pertaining exclusively to Cakewalk Sonar.
But to solve the thing here it seems I have to export each instrument track as audio file, open a new session consisting only of those exported files, so I could apply my audio-fx there. Since I have a tempo change in thie project, I'd have most simply saving the old project under a new name, and replace any MIDI- or instrument track by audio files before importing the audio files from my first project to the new one. - But hey, I didn't have to do this in earlier times.
BTW what's up about uploading screenshots here: This always used to work. One picture tells you more than my descriptions. I click on "attach images" and get 2 possible ways: 1) entering a link to the picture in some cloud, 2) "from gallery / upload", but selecting the 2nd option should promt the windows explorer to open so I could pivk the image file from my PC - but that does not happen.