Does anyone know if it's possible to create a DDP file in Sonar X2?

No, the only software I know off-hand that will create this is Magix Samplitude.  You could export out of Sonar and import into something like already mentioned.
 
I came across this....
 
http://hofa-plugins.de/en/plugins/cd-burn-ddp/
 
Looks interesting, should be fully functioning enough without the bells and whistles. Not really that expensive either.
 

Cool, thank you.

Hofa's DDP maker is easy to use and works great. Recommended.  There is a version that works as a plugin within Sonar that in theory sounds good but I find hard to use in practice. I use the standalone version instead.

I do all my multitracking in SONAR, but replaced Sony's CD Architect (which is fairly outdated at this point) with Studio One Pro to do album assembly and DDP export. However, the plug-in cited above looks like it would do the job for a lot less $$.

The Hofa plugin has been tested in Sonar according to their website.

I download the standalone demo and need to experiment with it and see if it allows you create hidden tracks (you know those, between the track gaps) before deciding whether it's worth the investment.