I wonder if this would possibly work to do what you would like it to do:
You could try setting up either:
1) If your sound card/unit has external MIDI ports, buy a cheap outboard MIDI Synth.. and hookup a set of speakers
OR
2) Find a Synth that can run standalone (in standalone host) and setup for it to respond to a MIDI port (wonder if you might need Midi Yoke for this???)
Then, make a MIDI track, put a note at the end of your song and set the midi output to the Midi input of your standalone synth.
What should happen is that (if Sonar does this correctly) as it bounces, it would play the last MIDI note, which would then sound your synth.
If the standalone synth is a sampler, you could even record some samples saying things like: "50% done", "75% Done", "Processing Intro", or whatever sounds you wanted, and put MIDI notes in the track corresponding to those notes.
With a little software/hardware hacking, even more can be done. For example, there exists external MIDI controllers that could be setup to turn on switches, activate motors, etc. So you could do something like flash a light. MIDI is often used to control lights at concerts.
I would also think a VST could be made than instead of create audio, actually did things like, Play any of the Windows notification sounds, send an e-mail, could send/receive Internet Protocol, etc. So, if you really wanted it to send you a WhatsApp message, it could do that. Such a VST might already exist. I'll have a look around.
Hopefully, some of the ideas might actually work.