I've had trouble before freezing a track that has GuitarRig 4 in it.  But the problems seem to have gotten a lot worse with Kingston release, though I suspect user error and not SONAR.
 
So I have a track of audio and Guitar Rig 4 in the effects bin.  ProChannel has some stuff in it and is set to be post effects bin.  If I click on the freeze button (the one that has the "*" icon), the track freezes fine.  I can see the audio in the track after the freeze.  But, when I playback the track, no audio can be heard.  If I unfreeze the track, all of the Guitar Rig settings are zero'd out.  I don't have the "Zero controllers on Stop" option selected.  Possibly related, sometimes I'll get a track in a project that always has the GuitarRig settings zero'd when I open the project, while other tracks seem to restore the Guitar Rig settings just fine.
 
Any ideas?  Thanks.

You might try experimenting with "Bounce to Tracks" under "Tracks" in the "Track View".   That way you can get an audio version of your midi+synth without necessarily unloading all the VST synth stuff.  
 
As a first try, I'd suggest selecting all the options, but if you have unusual routing you might need to track down exactly how you want the rendering done.