(Sonar documentation) "a single MIDI channel can only play one patch at a time on each instrument assigned to that channel. Therefore, if two or more MIDI tracks are set to the same output and channel but have different bank and patch settings", the patch of the highest-numbered track will be used for all the tracks."   This is exactly what happens when I try to record 2 midi tracks with different patches.
 
DO I NEED TO SET A DIFFERENT OUTPUT AND CHANNEL to have each track play their unique patch?  IF so, how?
This configuration works well for one midi track.  The patch 'West Coast' plays and records.
Input  MIDI (VS-100) XP-80 Omni
Output  MIDI (VS-100) XP-80
Channel  Midi Channel 1:Roland XP-80.
 
 
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On the second midi track, These settings do not work.  My patch is set to synth strings.
Input  MIDI (VS-100) XP-80 Omni
Output  MIDI (VS-100) XP-80
Channel  Midi Channel 2: Roland XP-80.
 
Any ideas?

It's probably the configuration of the XP-80. First make sure it's in 'Performance' mode which is the multitimbral mode, not 'Patch' mode.
 
PDF of the manual is available here if you don't have it:
 
     https://static.roland.com/assets/media/pdf/XP-60_80_OM.pdf