I've always used multiple DAWs, so here's my perspective.
You need to pick ONE program as the "home" DAW. For example if SO4's Harmonic Editing is the reason why you want to use it, start the project in SO4. Take it as far as you can. Then export what you have as WAV files, bring them into CbB, and do the Cakewalk-specific stuff like mix with the Pro Channel's modules (e.g., Tape Emulation, Console Emulation), apply Vocal Sync, take advantage of Mix Recall, use plug-ins or instruments that are keyed to CbB, etc.
Another scenario is that with projects I start and finish in CbB, I'll export all the tracks as WAV files (including automation, rendered instruments, processing - the whole ball o' wax). I then bring these into SO4's Song page for the purpose of eventually doing renders to the Project page for mastering and album assembly. However, because all the tracks are in the Song page, if while mastering I think the kick or vocal should have come up more, or the bass needs just a tiny bit more EQ, or whatever, I can do those tweaks and "re-compile" the mix in the Project page.
Sometimes I get pretty detailed. For example, Digital Performer has some really cool guitar processors (one is sort of like a Boss SY300). I'll export just the guitar track from CbB or SO4, do the processing, render, and send it back to its program of origin. This may sound complicated, but the more you do it, the more you end up with a smooth, functional workflow. You also become very familiar with the export menu options!
For more details, check out "Transferring Files to Other Hosts" in
The Huge Book of Cakewalk by BandLab Tips. I'd summarize the relevant section, but it's over 2,100 words so this post would go on forever...