I think the Z3TA+2 has some amazing sounds, with lots of independent support, and is easily tweaked.  
But I have not been successful at recording (automating?) filters or other parameter changes within Sonar X3.  Is this possible?  Or could I go through the "MIDI-Learn" scenario then record midi events in Sonar?

Don't know what you have tried.
 
Insert a Z3TA+2 instrument track into a project
Open up an automation lane and set it to "Fil1 Cutoff" in "Osc4 Transpose - Fil2 Pan"
Click the W in the automation lane to write enable the lane
Start the transport
Move the Filter1 Cutoff knob with my mouse
 
To use a MIDI controller instead of the mouse, right-clicking on the Filter1 Cutoff knob and using MIDI learn would be one way.
 
 

Thanks!  that worked.  I may have never found this on my own.

You can also open the z3ta ui and click the "W" button in the top right and move the control you want to automate.