Have you checked that you have "Track Automation" ticked in your export settings? (under "Mix Enables")

Boydie
Have you checked that you have "Track Automation" ticked in your export settings? (under "Mix Enables")

Yes,that was one of the first things that I checked.

Bristol_Jonesey
Export it to your desktop as a .wav.
 
Then reimport it into the original project, solo it and listen.
 
You must verify the validity of the export before attempting to upload it or convert to MP3 or whatever.
I've been following this paradigm for years and it hasn't let me down - it serves as a sanity check before my material goes out into the big bad world and provides the opportunity to check for errors/mistakes etc.

I figured something out: the automation does not export when using fast bounce.  
 
I exported to the desktop with fast bounce unchecked and everything seems fine!
 
Now, when I try to import, Import>Audio is greyed out.  I tried dragging the file onto Sonar and it doesn't work.
 
Am I doing something wrong?
 
Edit: I think I need to set up a blank audio track to insert to first. 
        I'll try it when I get home.
       I appreciate all the assistance, this program is overwhelming to me.

No - you can insert audio at any time and if a destination track isn't selected, Sonar will create one for you.
 
The only logical conclusion is that what you're trying to import isn't an audio track, or some other weirdness.
 
You say import is greyed out when you select File > import?
This cannot be right - it implies you cannot import any audio into your project
 
Something else is going on - at the moment, I can't think what
 

 
I created an empty audio track, selected it, and was then able to insert audio.
This Sonar is evidently not for the faint hearted.