I think I understand what's going on, but I'm not real happy about it.  So am posting in the event someone has a brilliant solution.
 
I tracked some modular synth and electric bass sounds into SONAR using the Focusrite Scarlett 18i8 set on ASIO mode.
 
Now I want to record my guitar through the built in interface on my Katana amp.  Well I can't select that in preferences unless I unselect all inputs and outputs from the Focusrite.  OK, so I read that ASIO only allows one sound card.  That's not going to work as I need to monitor the recorded tracks in order to play along.
 
So, I switch audio mode to to WMS or MME and I can record a track with the Katana, but when I record and/or play it back, the audio is full of crackles and is playing back slow.  Katana Primary and Katana secondary also appear as output devices, but I have no idea what these do as they do not play back through the Katana speaker.
 
If I then switch back to ASIO then it seems like it sounds OK.  Other than the fact that it slowed down when I was recording and is not speeding my playing back up to match.  This is starting to seem like a bit of a hassle, to have to flip between audio driver modes to record and playback - never mind the tempo problem.  Am I missing some important step?
 
Now to be clear, yes I can probably route the Katana audio output into the one of the Focusrite inputs and it would be OK, since I would just be recording everything through the Focusrite and I could leave it in ASIO mode at that point.
 
Btw I have been using Cakewalk consistently since the early 90's I believe, back when it was just MIDI don't cha know.  Also sorry to see it get flipped onto the scrap heap of history, but other than what I just mentioned it seems to be working OK still on my 10 year old Windows machine with just 4 GB of RAM.

The only way to avoid having to keep swapping the ASIO drivers is to record and playback through just one interface.

The pitch/speed problem sounds like the Focusrite and the Katana may have been set to different sampling rates but for whatever reason Sonar recorded them at the same sample rate.

Thanks for the confirmation.  I hadn't used SONAR in a few months and as I was going through this headache, I started to remember why.  But I'll get around this obstacle and keep going.  

That's an ASIO limitation not Sonar

Digital Larry
 
 
Now to be clear, yes I can probably route the Katana audio output into the one of the Focusrite inputs and it would be OK, since I would just be recording everything through the Focusrite and I could leave it in ASIO mode at that point.
 

 
That seems like the best approach.

InstrEd
That's an ASIO limitation not Sonar

Understood - I'm not comparing SONAR in this case to any other DAW.  

It's tempting to use a USB output from these devices that have that option as an audio connection. That would be all just fine if that device was the only audio interface you owned.
I have a Blackstar Amp  that has a USB connection  and it would suffer the same issue so, I do not use that connection.  Reasons being, it will mess up Sonars relationship with my Fousrite ASIO driver, and secondly, the drivers, if any at all,  for these type of devices are always poorly written and timing issues, crackles etc will result. 
 
It can work using any other driver other than ASIO, such as WDM  or WASAPI ( never use MME ) but Sonar will not calculate the timing offset properly and overdubbed tracks will be out of sync. 
 
So I put a mike on my Blackstar which actually sounds better anyhow. 
The other option is the headphone jack/ line out but in my case this suffers a grounding hum.