JoeHans
I tried using different drivers than ASIO and Sonar complains about the default audio format which is setup to 48kHz 24bit engine. For some reason the wave profiler seems to think the Realtek can't handle 24bit. Also it is a bit strange that the only device I can actually see anywhere (device manager etc) is Realtek. But if I open up the Sound Blaster Cinema application it completely controls the sound. The laptop I'm using is MSI Gp60LE (http://www.msi.com/product/notebook/GP60-2PE-Leopard.html#hero-overview). There is only one line out available physically.

Make sure you have the Realtek configured for 24-bit operation. From the system tray, right click on the Speaker icon, and select Recording devices. Highlight the Realtek input and click on Properties. Select the Advanced tab and set your Default Format from the drop down. For example, 
 

 
Also, from another thread today or yesterday, I learned that ASIO4ALL is merely a wrapper for the WDM/KS driver. If you can access the WDM/KS driver from your app, as SONAR can, ASIO4ALL buys you nothing but trouble. To be complete, there is a use for it in that scenario (multiple audio i/f device support).
 
If you've done this already, play back your favorite Roseanna Roseannadanna clip!
 
Neeeeeeeever mind!

I think Sonar works really well with WDM drivers, though I usually use ASIO however (and I am not sure about this) but I think you can only use ASIO for one device, if that is a consideration.
I have never heard anything good about ASIO4ALL except when people first start using it, in the long run most people lose ASIO4ALL because of trouble. I'd try WDM if I were you. Of course using Direct Monitoring whenever you can is good too. Most people here have forgotten more than I've ever known so, YMMV.
I DO know that Sonar should see your devices and any drivers.
I also know that with specific, detailed questions. You WILL get the answer here. Always. This is the best group of people on the internet.
 
J
 

Thanks guys! I will try these tonight or tomorrow if I dont get a chance today. The asio4a actually works pretty well after I just manage to get some sound out of it. And I think I didn't have realtek adjusted to 24bit so that would explain the problems with wasapi. I'll report how it went later on! This forum rocks. 😊

It seems that my Realtek can't record 24bit audio and that is messing up with WASAPI and WDM.

The output looks a bit different:

 
The good news is I found simple and quite obvious reason for ASIO4ALL problems. My buffer was set to 128 samples and it seems that's too low. I never really had any problems with the playback when recording midi or mixing so didn't think it might be the cause. But setting up the ASIO4ALL buffer to the suggested 1024 samples helped and now the projects start to play immediately. Yay! 
 
Thanks for helpful comments and suggestions!

Whenever I take my laptop out I usually take this along too:

i.e. a Line6 GX.
 
I can't get decent audio performance otherwise. It's the smallest/lightest/cheapest 24-bit interface that I'm aware of.