Additionally, Reason can only be the ReWire Slave. It cannot be the host.
There are a fair number of posts on the Propellerhead forum about accomplishing almost the same thing using the new MIDI out device in Reason.
Basically, the MIDI path is:
Reason -> MIDI Out to some loopback device -> your synth
and then the Audio path is:
your synth -> Reason.
ReWire (and thus Sonar) don't enter the picture at all. It's pretty easy to do the audio stuff on a Mac, some folks had used a program called "Jack" to do a similar thing on the windows side. I have played with Jack and found it a bit fiddly for my taste, but YMMV.
Hope that helps.