I just wanted to update this thread as I'm still trying to work my way through this problem (when I have the time), and I didn't want it to drop off the forum in case someone else may have the same issue, or someone from tech support may still be able to help.
Cakewalk support has not replied to me regarding this, apart from the initial automated response saying that my email has been received. My thanks also to Craig and scook for looking into this at the time.
I think I have narrowed this down to my initial install of Sonar, which was version 8 Studio, then the update to 8.5 Studio. I then upgraded to 8.5 Producer, and have had the Producer version of X1, X2, X3 and then Platinum.
I think that any of the Effects Chains that require TH2, can only see that the Studio version has been installed at one stage and has got stuck on this and installed the Artist and Pro version of these effects. This includes the Vox tools in the Anderton Collection, I get "Vox Tools(Artist and Pro)" and get the error stating that TH2 Sonar is not available.
If someone at technical support could check that this could be an issue, then maybe I could go from there, my computer skills are not enough to get me past that point.
Here's hoping.