A couple of thoughts:
On the Windows audio routing, make sure that the default recording device isn't AES Record 01+02, in case Sonar thinks that you're recording there and won't playback there. Other DAWs may not care.
Is the AES the only ASIO device? I ask this because it's not clear to me how Sonar decides which ASIO to use if there is a choice. I have a HILO USB, so there are USB ASIO devices as well as the ASIO AES16 devices. Reaper gives me a choice which of these I would like to use. Sonar seems to prefer the AES16 device. So Sonar might have output logic that wants to use the other ASIO device, assuming it's connected. Or something - just fishing here.
Does the Lynx Demo app play to AES1+2? If that also works that seems to narrow it down to Sonar.