Did you ever get a response from iZotope on this? I'm having the exact same problem. I've done a little digging though and now understand why it's happening (and why it isn't fatal). When you use Sonar's tools menu to launch a WaveEditor it passes some arguments to the other app. Here's what it's passing to RX 4 on my computer
"D:\Apps\iZotope\RX 4\win64\iZotope RX 4.exe" "C:\Users\matthews\AppData\Local\Temp\Tool copy 3 of Audio Event.wav" /REGION:0,1559383
That bit at the end is what is causing RX 4 to give the error. It thinks "/REGION:0,1559383" is a filename and tries to make a session with that as the session folder. Except you can't make a directory (or file) with a colon in the filename. So that fails and RX4 reports the error. But the real wav file works just fine and that's why it continues without an issue.
So there are really two bugs here. Sonar shouldn't be passing that region argument to the WaveEditor. Perhaps there is an option to control that? The documentation on the Tools menu in Sonar is kind of weak.
And RX 4 really shouldn't treat that argument as a filename and try and make a session with it.
I'm thinking the best answer may be a batch file/mini-exe that Sonar runs that strips off the region argument and then launches RX4. The batch file will cause a window to flash though, so I might just do it with a tiny C program.