I do not think I understand what you mean by all that right... but:
Each audio device has hardware (!) "Output(s)" and sometimes "Inputs". At the beginning, they are separated, till something route one to another. There are several ways to route hardwire(!):
1) with real cables you can connect some Output to Input, on the same device or between devices. Note that you can not connect Input to Output with a cable. F.e. you can connect Realtek output to Roland input, but you can not connect Roland input (mic) to whatever using this method.
2) with hardware mixers (I remind, I write about hardware only so far). Roland (and Realtek) have build-in mixers. On Roland that is "Direct monitor". But do not be confused by "Direct monitor" "Mono" button. It defines weather input should be mixed as mono (so to the center) or "as is" (1->left, 2->right). The amount of direct monitoring is controlled by the "Mix" knob. "Playback" (leftmost) position means no direct monitor, "Input" (rightmost) position means no playback (so direct monitor only).
Now to the software. Here it is a bit more confusing. When you set the "Input" in software, it does not directly mean some Inputs hardware. In general, in software(!):
1) software mixer can route Input to Output directly. In Windows standard audio settings (for inputs) or custom GUIs of interfaces.
2) the "Input" for software can be hardware Input or software Output (!). OBS can record Mic input of Roland, but it can also record (supposed to be sent to) output for Roland/Realtek/NVidia. Note that in the second case, it records only signal generated inside PC for the output. F.e. if you Direct monitor Mic on Roland but record the output for Roland in OBS, you will hear the mic in speakers (connected to Roland) but it will not be recorded by OBS (since it will be "mixed" with PC output on hardware level). If you not direct monitor Mic on Roland but record Roland input in OBS, you normally will not hear mic in speakers (but see (3)) but it will be recorded.
3) software can "direct monitor" inputs to outputs. F.e. in Sonar that is "Echo" button of the track. The effect is like in (1).
But... In general, sharing one hardware device between several programs in parallel is a bad idea. Imagine one computer keyboard is used by 2 persons. Sometimes that is not possible at all ("exclusive" mode WASAPI, ASIO for most interfaces), can produce some troubles (audio glitches, no sound for one of the applications) or work on acceptable level.
I do not have Roland Quad Capture, but having Roland e-drums and VS-20, I guess any Roland fall into "produce some troubles" category (all Roland interfaces in practice use almost the same Edirol technology).
M-Audio I have fall into "can work on acceptable level" category. As long as bit depth is equal.
RME... can do everything. If you are serious about your setup, think about Babyface Pro. It will take you may be 2 month to understand, will cost quite a lot including cables (note you will need special XLR->TS/Chich if your speakers do no have XLR inputs). But it will work with "one click switch" once setup correctly, without noise and reliable.
With what you have, it is also possible to route things. But not perfect.
For example:
* set Sonar to use windows driver (not ASIO, not WASAPI), do not forget to increase buffers. Monitoring throw Sonar will not be possible, so you will need to use "Mix" knob on Roland.
* set Windows to output to Roland.
* set OBS scenes to record what you need, Roland's input alone or Rolands output (so everything mixed)
Or...
* set Sonar to use Roland in ASIO
* set Windows to Realtek
* connect SPDIF output from Roland to Realtek (if you can) or normal/headphones output of Roland to Realtek.
* turn "Mix" knob all the way left and orginize required routing of mic into used for chained connection Roland output inside Sonar or use "Mix" knob to control mic volume to OBS.
There are several other variants... Once you get the idea, I guess you can find what you need