Can't help with recording midi from Fl into Sonar, but to answer your latest question, I do know how to record audio: In Sonar, select the region of the FL track you want, click on Tracks, Bounce to Tracks to get the Bounce to Tracks dialog box, then select Tracks in the Source Category, and FL Studio VSTi in the Source Tracks box. By default, this bounces the audio that is playing through the Audio track down to another track
This process is quick, and you still have access to the midi inside FL - if you want to make changes, just delete your bounced audio, and repeat the bounce process once you've made any changes inside FL.
By the way, I always save the flp file from within FL to make sure I still have that in case something happens to the Sonar file
Hope this help