The work around/answer is that I have to start Sonar, plug in my headphones, wait for Sonar to detect them (takes 20-45 seconds), select them in Audio Driver Preferences, close Sonar, restart Sonar and THEN, I can use headphones.
So much for Sonar being a highly developed programme, it can't even switch to headphone output on the fly.
I am still trying to solve the silent synth problem.
There are vst files in many different locations, but none seem to be the files that Rapture and Dimension need.
I think that Sonar's installer is a real mess.
Files and instruments are in many different places and default associations/file locations are not created by default.
I did not realise that you need to be an advanced/expert computer user to get this software working.
I take the point that you need patience, but I'm on my third day of trying to get all the problems solved.
That's two days of doing nothing else but trying to fix an installation which is reported by the Command Center to be complete but clearly isn't.
I really wish I had bought a different product, but I know that I can't get a refund.