Only CbB is getting ongoing maintenance and development, so any bugs that are in SONAR are there forever. Fortunately, the last build of SONAR was stable with no showstoppers, so it'll continue to be usable for a long time. Before the BandLab acquisition, continuing with SONAR was my plan and I was completely comfortable with that strategy.
Almost no core functionality has been lost in the transition, only a few third-party plugins that Cakewalk had to pay other companies for. It makes sense that you can't give away software for free that contains paid content.
As long as SONAR remains installed, you won't lose anything. You'll continue to have access to all the extra goodies that came with SONAR such as Z3ta+ and CA-2A. The only exception that comes to mind is the (non-essential) Pow-r dither algorithms, which were licensed from an outside organization, and which BandLab is working to bring back.
You can freely move between SONAR and Cakewalk, working on the same projects in either one. That may change someday, but SONAR has always been extraordinarily good at maintaining backward compatibility (e.g. you can still open 20-year-old projects in the current version).