I have audio tracks with clips that always should be in the same position in time.
However, when I make changes in tempo track, these audio clips are moving improperly.
How do I make it stop?

If by "time" you mean you want them to stay in the same placed based on measures and beats, under Clip Properties, make sure the Time Base is set to "Musical." If by time you mean lock to the same SMPTE time regardless of tempo changes, choose "Absolute" for the Time Base. I think that will do what you want.

Did that solve the issue?

Yes, Anderton, it definitely solved the problem!
Thank you!
In my case, I'll always want to work with the audio as "Absolute". Because they are audio clips that must sync with video and not with music (which also exists, otherwise I would be using a video editor, not the Sonar, lol).
Would you know tell me if there is any option in preferences that allows audio clips to be always be created as "Absolute"? Otherwise, I'll have that to set these clips to Absolute manually every time...

No, there's no preference available to have audio clip timebase default to Absolute time. But you can change them all in one go by selecting all, and changing the timebase while holding Ctrl (quick-grouping).