The state of Cakewalk's implementation of sfz is stopped and partially undefined.
 
As for sforzando :
 
"is highly SFZ 2.0 compliant and also contains custom extensions for added flexibility and control for product designers."
 
What this means is that Cakewalk synths will not recognize proprietary opcodes introduced by the Aria engine developers, so files for sfozando may not work with a Cake synth without modification.  The other direction should be easier since whatever percentage of sfz 2.0 got supported by Cakewalk is probably a subset of what sfozando can recognize.
 
Please post any oddities and insights you encounter in your exploration.