abacab
This should solve your issue 
 
M-Audio MIDISport 2x2   $69.00
https://www.sweetwater.com/store/detail/MIDISport2AE

My experience of that particular interface is it scrambles sysex and NRPNs, to the extent it corrupts the patch memory in a DSI Mopho and sysex dumps to and from anything are unreliable. Oddly it works fine connected to a Mac, just not with Windows. M-Audio are also often dreadful at releasing drivers that are compatible with Windows updates, especially new versions, sometimes being years behind Microsoft.

Motu seem much more reliable.

tlw

abacab
This should solve your issue 
 
M-Audio MIDISport 2x2   $69.00
https://www.sweetwater.com/store/detail/MIDISport2AE

My experience of that particular interface is it scrambles sysex and NRPNs, to the extent it corrupts the patch memory in a DSI Mopho and sysex dumps to and from anything are unreliable. Oddly it works fine connected to a Mac, just not with Windows. M-Audio are also often dreadful at releasing drivers that are compatible with Windows updates, especially new versions, sometimes being years behind Microsoft.

Motu seem much more reliable.

Oh well, the OP stated he doesn't wish to invest any more cash in his solution.  That was just listed as an example of what is possible, not as a specific recommendation.  Not intended as a review of the best MIDI interfaces ...
 
I bought the 4x4 over 10 years ago (when M-Audio was still M-Audio - not Avid or inMusic) and used it just fine with Windows XP and my Roland gear

abacab
If I have not selected any of my MIDI outputs, the only option I get on a MIDI track is "Output = 1-".
 
Once I have selected an actual output in preferences, the name of the available MIDI output port appears in the MIDI track.
 

Audiofire interface has been selected as my midi output in the prefs, but I still only have the "1-MIDI" choice in the midi track out dropdown.


I'm pretty sure the JV880 is hooked up correctly because I can push a sound preview knob on the front of the unit and hear its sound in the studio monitors.   I can even hit the preview knob simultaneously when I am playing a softsynth and hear both.  In all cases, I'm still not getting any midi message indicator blinking on the JV880.  And I've tried all the channel options in both Sonar and the JV880 to no avail.   hmmmmm?   kinda lost.

Frustration was starting to build, so I pulled the JV880 out of the rack... upon closer inspection, there was some foreign matter (bug crap ??) protruding from one of the midi in jack holes... yanked it out, fired it up again, and presto, all is working...sigh of relief.
 
Anyway, it doesn't explain why I was able to play softsynths but not the JV... no matter at this point, as I'm just happy that the issue has been solved..
 
Thanks again for all your assistance!!
Freq

Glad you got it sorted!  The clues were pointing heavily towards no MIDI connectivity from Sonar to the JV880, whatever the reason.
 
You could play soft synths from your controller because the MIDI connection consists of two cables, one for each direction.  The connection from your controller to the PC is independent of the connection from the PC to the JV.