I made the mistake running X3 18 months ago, thinking that all synths that exposed midi out also used it for something, at least echo midi input through. This was not the case, I found nothing but arpeggiators that did that.
So the lifesaver for me became
http://ddmf.eu Metaplugin.
- it allows to load and range of synths and VST midi plugins in a very felxible way
- and it allows to see to that midi in is routed to midi out, so you can serialize a couple of synths on Sonar tracks if you want - one track taking input from another tracks output.
So Metaplugin exist as effect(Metaplugin) and synth(MetapluginSynth) to use in many scenarios you have.
So the VST instruments I use, I made presets for just loading it inside Metaplugin, and routing midi in to midi out - so that basic functionality is there if I want it.