First, a big "thank you" for telling me about using the Ctrl key to dock modules. Most modules behave just fine with the exception of
DropZone
RXP
BeatScape
Cakewalk Control Center
 
They will not dock.
There are other third party modules that don't, that is to be expected.

Only plug-ins with a standard header are dockable. It does not matter if the plug-in is make by Cakewalk or some other company. 32bit plug-ins running in 64bit SONAR do not show their standard header by default. To display the standard header for 32bit plug-ins in X3 and older hold the SHIFT key while opening the plug-in UI. For the new SONAR hold the ALT key while opening the plug-in UI. This will open the standard header behind the plug-in UI. This header may be docked and the plug-in UI opened from the header.