Problem solved. ASIO was the problem. A49 is now "at one" with my playing, such as it is.  Folks, This forum is reason alone to stick with Cakewalk DAW ... I found my Roland A 49 WAS NOT RUNNING asio, thru my Zoom guitar box, which functions as my soundcard.  The Zoom, and Keyboard work as should with other DAWs, some of which, by default, run asio (when found); so I assumed I was set to use with Sonar Home. It is somewhat convoluted in Cakewalk to find all the checkboxes and panels to change soundcards, but I thank you guys for all the help! Happy New Year to all.

I am still unclear with your setup, but if you have multiple audio interfaces connected, using ASIO mode will make them exclusive (only one can be used). Shifting the driver mode within SONAR to WDM will allow multiple interfaces to be accessed simultaneously.
 
Edit: You updated your post when I typed that, so seems is already resolved.

I am about to take a nap - my brain is swimming, and I read the above post and my brain just shut off - I will take another stab at understanding your above post in an hour or so. :)
 
Bob Bone
 

A quick check to determine if it's audio driver or plugin introduced latency would be to hit the PDC button and see if the latency goes away. Just sayin'

I go to Preferences | Driver Settings | ASIO Panel and use a very low number (like 3 on the slider) while tracking.  I reset it to 6 or higher on the slider when mixing.
 
The low number minimizes delay like you are experiencing.  The higher number prevents noise and drop-outs when mixing.

The A 49 uses a midi driver, there is no audio so I'm totally confused by your solution. Unless your using the 5 pin MIDI port? 

If the question was directed at me, there is a definite delay with MIDI instruments with the ASIO buffer is set high.  I believe it is a delay in hearing the sound and not actually a delay in receiving the MIDI.
 
If this doesn't apply to you, then please ignore me; but this issue of delayed MIDI based on the ASIO buffer is legitimate, I believe.

Konrad, I am also not sure on who the question was posed to, but I DO concur with you that having an ASIO Buffer that is too high can indeed also cause a lag.  And, likewise, I keep mine set low when tracking/recording and set it high when preparing to mix.
 
Bob Bone