I have happily used Sonar Platinum for several years. I have always recorded 24 bit 44.1 kHz, which is sufficient for me. Now, suddenly, probably after the last update the bit depth has been automatically switched to 16 bit. I have not intentionally changed anything, but all recordings withing last two weeks or so are in 16 bit depth. What has happened? How can I switch back? How can I convert these to 24? I have Steinberg UR22 in ASIO mode.

Set the audio recording bit depth under preferences:
 
https://www.cakewalk.com/Documentation?product=SONAR%20X2&language=3&help=AudioPerformance.08.html
 
This can be changed at any time and Sonar has no problem with mixed bit depth clips in projects.
There is no point in converting already recorded 16 bit files to 24 bit.