I am not sure if this has changed, but shifting devices I will first shift SONAR to WDM mode (so everything Windows "sees" is available), then select the desire device and shift back to ASIO mode.
Another side point is to check Windows sound card settings, select the Scarlett, then properties button. On the Advanced tab, set the default format to what you normally record/work in, and uncheck both "exclusive mode" settings. Do this also for the Recording tab. This will prevent Windows from interfering with SONAR when trying to adjust things within SONAR itself.