Dave - Changing the sample rate in Focusrite's Mix Control app does not change it in Windows. And it seems I get no sound unless I set the correct sample rate in Windows.
 
PS - I have no Windows devices.  I disabled my on-board sound card in BIOS. I have only 1 set of speakers so it got too problematic having to deal with both Windows and Focusrite devices.

Something is not right in your set up if you are having to go into Windows to set the sample rate to get sound out of Sonar.
 
Does your video card have any audio drivers? Some of them do now.
 
Did you install Focusrite's driver or let Windows 10 install the driver?

I just verified my statement. I changed the Windows sample rate to 44.1k and opened a 48k SONAR project. Not only did SONAR not do anything, but I kept getting a "not responding" error from the SONAR process.  So I went back into Windows, changed the sample rate to 48k, and voila, SONAR played the audio.
 
I installed the Focusrite driver and Mix Control. I spent hours with Focusrite tech support to get info about the right way to make my setup work. Not that they are correct, but at least I'm able to work SONAR projects in both 44.1 and 48k sample rates.
 
I don't know if my graphics card supports audio. I'm not using it if it does. I wouldn't want to use those crappy speakers in my monitors.
 
I'm sorry we're stealing this thread from the OP, but I'd love to hear what you think is wrong with my setup.

To see if you have audio device associated with you video card, get into device manager and see what devices you have under Sound, Video and Game Controllers.  If you have disabled your on-board sound, you should only have your focusrite.
 
Where in Windows 10 are you changing the sample rate?  I am assuming you are doing from something in the system tray, but if you have all your devices disabled except your focusrite there shouldn't be something in windows to change.

To add to Dave's suggestions and just to double check the obvious  -  you are running your focusrite in Asio mode under preferences/audio in Sonar? 

Bruce - Yes I'm running ASIO in Focusrite and SONAR. 
 
Dave - I've already explained above how I change the Windows sample rate. See post# 9.  I altered the post after writing it so maybe you didn't see my edits.

What playback device are you selecting when you do click on the speaker icon? Post a screenshot if you can.
 
Is the focusrite selected as your output device in Sonar?
 
 

Yes, the Focusrite device is the only option non the Playback tab and it is the default.  It says "Line Out, 2 - Scarlett 6i6 USB, Default Device" on it.

When you do that are you pulling up the ASIO control panel or a different control panel?  Also, are you sharing the ASIO drivers with other software in the Sonar preferences menu?
 
To get Sonar to "catch up quicker," change the sample rate from the ASIO panel in Sonar (it will be on the devices page in preferences.  To be clear, this is a work around as you should not have to change your sample rate the way you are changing it.

As I said, it's the Windows Sound dialog as explained in post 9. 
 
Yes, I'm sharing drivers in SONAR on "Playback and Recording" tab in Preferences, "Share drivers with other programs". 
 
As far as I can see, changing the sample rate in SONAR is only available for new projects (on the "Driver Settings" tab in Preferences, "Default sample rate for new projects"). I see nothing in SONAR that says to change the sample rate for an already-loaded project. Do you mean by clicking on the ASIO button on the "Driver Settings" tab which brings up the Focusrite Mix Control app?  I don't believe I need to do that because Mix Control picks up the sample rate of a project I load in SONAR.