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Agree with Ken. Anything but MME.
Are you using any markers in this project ?
I could be wrong but if your using Pitch markers instead of regular markers it would def shift the pitch. Especially if you turned your midi to a groove clip by accident.
 
 

none

 
Seems there is a driver and knowing Yamaha it will be a Steinberg ASIO driver. 
 
At first it is not clear about Audio over the USB but it would seem this is possible looking in this manual. 
The important thing when syncing devices is choosing which device is the MASTER CLOCK. 
You may have to try a few settings found here. 
For me I always used Sonar as my Master clock. But this requires you telling your Tyros5 to become the slave. 
 

the T5 is my master. works perfect

I’d still be inclined to use Sonar as the master MIDI clock. That way you avoid potential problems working on the project without the T5 connected.

A couple of questions -

How are you monitoring audio output from the T5? Using Sonar’s audio track echo function or direct from the T5 or via the PC’s spundcard in some way?

When recording MIDI do you have local control on the T5 on or off?

How “out” is the MIDI compared to audio? Are we talking a few milliseconds or a longer period?

Have you tried adjusted the MIDI timing offset in Sonar’s MIDI preferences? If the MIDI is consistently off by a fixed amount that might solve the problem. All MIDI devices take a certain amount of time to convert MIDI into audio and it’s rare to get a perfect match in time between audio and MIDI because of that which is why SOnar lets you adjust for that delay. Usually that delay is a few milliseconds, certainly under 10ms. If you have several MIDI devices it’s almost certain that no two of them take the same amount of time to process MIDI, so some shifting of audio by hand can be necessary to get precise MIDI/recorded audio alignment.