How to use external Hardware as an insert while tracking:
https://support.focusrite.com/hc/en-gb/articles/207359085-How-do-I-set-up-and-use-an-external-effects-processor-as-an-insert-when-tracking-
 
Your feedback is more than likely coming from the monitor module within Mix Control.
IE- you are feeding outputs into inputs

I have an MX 200 and a Focusrite 6i6. The MX 200 can actually be set up as an external device via the USB connection too. It would show and behave as a VST.   This was working in Windows Xp and possibly W7 32 bit how well I have no idea not much info out there about it. I tried installing the software to W 8.1 and it wouldn't go. I didn't try very hard and there might be someone who got it working on W 10 in compatibility mode.. Someday I might take the time to figure this out as the effects in the MX200 are certainly a cut above ones I have as VST's. At this point I only use it in my live rig. But hooking it up in Sonar is not that hard to do. 
 
 
First you'll need to start with setting a custom mix to 3/4 output. The default is a clone of 1/2. You'll need to get the hang of Mix Control and the stupid wording they use like DAW 1 etc. 
Connect output 3/4 to the input of the MX200
Send the output to in my case inputs 3/4 of the interface ( use line inputs) 
You can set the MX 200 to 100% wet. 
Create a new Buss name it MX200 and set the outputs to 3/4. 
Now send some tracks to that as an effects send. 
Insert a stereo audio track and select 3/4 as input. 
Now when you record this track it will record the wet output of the MX 200. 
 
This is not a great way to work as if you make any changes to the tracks you applied the MX200 too they will have to be re done via the MX200 recorded track.  Just not worth the bother but it can be done.. This is why it would be nice to get the USB system working as that's the only practical way to use it effectively ( pun intended) 
 

chuckebaby
 How to use external Hardware as an insert while tracking:
https://support.focusrite.com/hc/en-gb/articles/207359085-How-do-I-set-up-and-use-an-external-effects-processor-as-an-insert-when-tracking-
 
Your feedback is more than likely coming from the monitor module within Mix Control.
IE- you are feeding outputs into inputs

Thanks! This helped. This would work for my tracking sessions.

Cactus Music
I have an MX 200 and a Focusrite 6i6. The MX 200 can actually be set up as an external device via the USB connection too. It would show and behave as a VST.   This was working in Windows Xp and possibly W7 32 bit how well I have no idea not much info out there about it. I tried installing the software to W 8.1 and it wouldn't go. I didn't try very hard and there might be someone who got it working on W 10 in compatibility mode.. Someday I might take the time to figure this out as the effects in the MX200 are certainly a cut above ones I have as VST's. At this point I only use it in my live rig. But hooking it up in Sonar is not that hard to do. 
 
 
First you'll need to start with setting a custom mix to 3/4 output. The default is a clone of 1/2. You'll need to get the hang of Mix Control and the stupid wording they use like DAW 1 etc. 
Connect output 3/4 to the input of the MX200
Send the output to in my case inputs 3/4 of the interface ( use line inputs) 
You can set the MX 200 to 100% wet. 
Create a new Buss name it MX200 and set the outputs to 3/4. 
Now send some tracks to that as an effects send. 
Insert a stereo audio track and select 3/4 as input. 
Now when you record this track it will record the wet output of the MX 200. 
 
This is not a great way to work as if you make any changes to the tracks you applied the MX200 too they will have to be re done via the MX200 recorded track.  Just not worth the bother but it can be done.. This is why it would be nice to get the USB system working as that's the only practical way to use it effectively ( pun intended) 

 
Thanks, Cactus! All setup and ready to go! :) (high five)

Be VERY careful using hardware loop backs when recording since there is no fail safes to prevent a feedback loop. Knowing your routing is important. If the recorded signal is hot, the option to mute the track being recorded also exists as an option. The Focusrite Saffires have internal loop back, so in a recording "what you hear" scenario, this is often the simplest method to prevent feedback.