I submitted the question to CW tech support last week, but still no reply.  There are two issues:
1) MIDI sync with Sonar as a Slave does not appear to work in the expected manner
2) The help regarding Sonar as a Slave MIDI sync may have an error.
 
Whether the two are related is still unclear.
 
I am now experimenting with making the Kronos the slave, and having better luck. I solved the problem of the Kronos desired tempo becoming invisible (replaced with "EXT") by adapting my sysex app to pull the Combi or Program over MIDI, extracting the tempo, and displaying it on the screen.

Wouldn't you know it? Communication is a beautiful thing. The help documentation for SONAR X2 and SONAR X3 have been updated to be more clear and accurate. Thank you for pointing this out! 

FYI, I used to syn Sonar to an external VS-1680 all the time with Sonar as the slave to the external unit.  I would have to go back and recall how I did it, but to answer your question, "Yes, I've done it and it is possible."  If you don't have this working, I will go back and see if I can recall how I did it.
 

old thread alert

I keep coming back to this hoping I can figure it out and make MIDI Sync work again. I know I was able to sync Cakewalk to an external tempo source in the past - it may have been Sonar or even Cakewalk Pro Audio.
 
I'm not sure if something has changed and there is some new setting required that I don't understand, or whether the entire "sync to MIDI" functionality is broken.
 
It seems to me that if Sonar is syncing to MIDI clock, then the tempo must be determined by that MIDI clock. Under Settings / Project / Clock, I can choose ticks per quarter note. The default is 960. So if the MIDI clock is ticking at 960/sec, that is a tempo of 60 bpm. If my external device slows the clock down to 480 clocks/sec, the tempo is now 30 bpm.
 
So why is the "Tempo" setting in Sonar still available when I'm using an external source for that tempo? What does it mean to set the Tempo in Sonar to 70, when the external tempo sync source that is driving it is running at 60 or 30bpm?
 
It seems that the "Tempo" field should not be manually changeable by the user when in MIDI sync mode. Rather, it should display the tempo computed by measuring the MIDI clock provided from the external device, and Sonar should be following the MIDI clock, beat by beat.  If it doesn't do that, then what is the meaning of "MIDI Sync"?
 
 (PS - for some reason this most recent post to the thread has been inserted at the top, rather than at the bottom - I don't know why. Please read the rest of the thread for context)

It's truly SAD that Sonar X3 cannot be slaved in regards to MIDI Clock Sync. I'm having the EXACT SAME ISSUE with my Korg PA800! Kontakt 5 is happy to oblige. This is a CAKEWALK SONAR FLAW, pure and simple. I'm also able to sync Ableton LE with my Pa800 so the issue is definitely SONAR. I've been getting the Platinum Upgrade Adds in every social media tool I use. MIDI SYNC is BASIC Stuff, not rocket science. I've not gotten so much as a reply from Support! This needs to be addressed. I didn't purchase X3 under the premise that I had to slave my entire studio to Sonar. I purchased it based on Cakewalk advertised specifications, which Sonar X3 (at least) does not comply. "No Returns on Software", what a load of crap when what you purchase is based on the seller's specifications. Thanks to all on this thread who are trying to help! I guess I've vented now so I'll shut up. If anyone cracks this "ball bearing type" non compliance issue, please share your success. If I have success on the" Refund Topic" I'll share as well.

I'm not sure of the cause of your issue but it is definitely possible to slave Sonar to external equipment. I do that myself regularly, mainly with a couple of drum machines.
 
Here's my sequence
 

1. Open Preferences--->Project--->Clock and set to "MIDI sync"
2. Press play in Sonar. At this stage the transport message will read "Press<Esc> to cancel. Waiting for MIDI Sync"
3. Press start or play on an external device. Sonar should start, or does here anyway.

Does that not work for you?
 
 
 
 

This is absolutely not the case, I do this regularly to transfer data from a Fantom G to Sonar..
 
The instructions by FBB above are exactly what is needed to setup Sonar for this, however note that this is a necessary but insufficient set of steps to make your setup work as the sequencer on the master unit also needs to be setup to be a midi master, to send midi clock and also to send midi sync.. in the case of the Roland Fantom and other Roland gear this is three different settings.
 
 

WilliamHenley
It's truly SAD that Sonar X3 cannot be slaved in regards to MIDI Clock Sync. I'm having the EXACT SAME ISSUE with my Korg PA800! Kontakt 5 is happy to oblige. This is a CAKEWALK SONAR FLAW, pure and simple. I'm also able to sync Ableton LE with my Pa800 so the issue is definitely SONAR. I've been getting the Platinum Upgrade Adds in every social media tool I use. MIDI SYNC is BASIC Stuff, not rocket science. I've not gotten so much as a reply from Support! This needs to be addressed. I didn't purchase X3 under the premise that I had to slave my entire studio to Sonar. I purchased it based on Cakewalk advertised specifications, which Sonar X3 (at least) does not comply. "No Returns on Software", what a load of crap when what you purchase is based on the seller's specifications. Thanks to all on this thread who are trying to help! I guess I've vented now so I'll shut up. If anyone cracks this "ball bearing type" non compliance issue, please share your success. If I have success on the" Refund Topic" I'll share as well.

I can also vouch that SONAR syncs to external clock...I've done it with everything from another computer to a Korg M3.
 
But as pointed out in the previous post, the device transmitting has to be set up correctly for whatever is synching to it. For example some MIDI masters have options for sending just MIDI clock, MIDI clock+start/stop commands, song position pointer, etc.

Anderton
I can also vouch that SONAR syncs to external clock...I've done it with everything from another computer to a Korg M3.
 
But as pointed out in the previous post, the device transmitting has to be set up correctly for whatever is synching to it. For example some MIDI masters have options for sending just MIDI clock, MIDI clock+start/stop commands, song position pointer, etc.

FastBikerBoy
I'm not sure of the cause of your issue but it is definitely possible to slave Sonar to external equipment. I do that myself regularly, mainly with a couple of drum machines.
 
Here's my sequence
 

1. Open Preferences--->Project--->Clock and set to "MIDI sync"
2. Press play in Sonar. At this stage the transport message will read "Press<Esc> to cancel. Waiting for MIDI Sync"
3. Press start or play on an external device. Sonar should start, or does here anyway.

Does that not work for you?
 
 
 
 

FBB - Does this also work for Tempo changes from the master device? I can't get Platinum to follow a tempo change, (albeit in a 'McGyver'd' setup). SONAR starts and syncs correctly, but won't change tempo, which sounds like the issue the OP was having.
I am just running some experiments now trying to get Midi-OX to transmit Midi Sync to SONAR so I can trial making tempo change adjustments in SONAR to see how it performs. I am looking to buy or build a box for live Tempo adjustment of SONAR (or another DAW, using an encoder or fader).
This seems to be the case for both Midi Sync and MTC/SMPTE, but it may be a limitation of Midi Ox. I just don't want to invest in something specifically for Tempo Control if SONAR can't do what I need it to do.
Just looking for confirmation that current version SONAR responds to Tempo Change from a master device when configured to work as a MIDI slave - It's quite possible my little experiment isn't real life capable.
Thanks!