Since no-one else reply...
"Connecting..." means no communication with X-Touch, at least not bi-directional
1. Check X-Touch is in "MC" mode and working throw USB
2. Check that Input and Output are pointing to X-Touch.
If everything looks fine:
Close Sonar, switch off X-Touch, switch on X-Touch, wait drivers attached (5-20 sec), start Sonar and check again.
If no luck:
1. remove MackieControl from control surfaces list
2. add new MIDI track, set its input to X-Touch
3. press some buttons on X-Touch, do you see some MIDI coming?
4. arm the track and start recording. Press some buttons. Then move the first fader.
Then:
* Nothing is recorded - your X-Touch for some reason is sending nothing, recheck USB
* Examine recorded with Event list. Do you see notes from buttons and "PitchBend" for the fader in the list? If not, X-Touch is not in MC mode
At that point you have correct input for sure. Reinsert MackiControl and one more time check Input/Output settings.
Still no luck? I can give more complicated checking instructions...