I think I just tracked down the root cause of mine and posted it
here. I am not sure if this applies to your situation but found that if a SONAR is opened by routing a file to it (i.e. launching SONAR from a file) that the MIDI routing fails. Not tried this with a cwt, but an easy way to check.
1) Exit SONAR
2) Launch only the SONAR application (no file)
3) Open your cwt via either the Quick Start menu or File menu
I have not tried my issue with a cwt yet, so not sure about creating a "New" project using a template.