Slugbaby
I'm at my DAW today, and want to try to emulate this.  When you Solo and instrument, where are you clicking Solo?
The Sonar MIDI track?
The Sonar Audio track?
The instrument inside Kontakt?
The big 'S' button in the Sonar Transport Module?

In the sonar midi track; that's the only place I click to solo a track.

I tried (and failed) to replicate your issue.  Here's what I did, tell me if I'm doing something differently.  I had to use different instruments in Kontakt, but that shouldn't matter.
 
In the Browser View, I added one instance of Kontakt.
In Kontakt, I added 4 instruments:  Trumpet, Trombone, Saxophone, Vintage Organ.
In the Kontakt Output section, I set the "batch Function to "clear output selection and create one individual channel for each loaded instrument."  This sends each instrument out on a separate audio channel.
I created 4 MIDI tracks, outputs to Kontakt:
Trumpet on MIDI Channel 1, Trombone on MIDI Channel 2, Saxophone on MIDI Channel 3, Organ on MIDI Channel 4.
I created 4 Audio tracks:  Audio 1 input is "Kt. Trumpet stereo", Audio 2 input is "Kt. Bass Trombone stereo", Audio 3 input is "kt. Trumpet", Audio 4 is "Kt Vintage Organ."
 
I tried soloing each instrument by clicking the 'S' on the MIDI track.  Each solo'd properly.
I tried soloing each instrument by clicking the 'S' on the Audio track.  Each solo'd properly.
I tried soloing each instrument by clicking the 'S' on the instrument inside the Kontakt GUI.  Each solo'd properly.
 
I also inserted an EQ into the FX bin of one of the audio tracks, with a severe High Pass filter setting.  It only affected that one audio track, and when I dragged it over to the adjascent audio track, it only affected the 2nd audio track.
 
In case you were using more than one instance of Kontact, I added a 2nd through the Browser View and created a couple more instruments in exactly the same manner.  It made no difference.

Whenever you solo a track, it becomes solo itself. If a midi track is soloed that is connected to an instrument as input, all audio tracks connected to that instrument as output are soloed as well. This ensures that wherever the midi input may produce audio output, it is soloed as well. For audio it's vice versa. When you solo an audio track that is connected as output to an instrument, all midi tracks that serve as input for that instrument are soloed. Again, no matter which midi track creates the input for the soloed audio output, it is soloed as well.

This is the behavior you describe. Just remove the track that you soloed directly from your lists, and you will see that it is always the scheme: manually solo a midi track and all other soloed tracks are audio, manually solo an audio track and all other soloed tracks are midi. That's how it is meant to be.

Only the EQ affecting the wrong audio output is odd, but probably that was really due to cloning an instrument.

I'm using Kontakt in almost all of my projects, also with several instances and several instruments per instance, and never had any inconsistencies in regard to soloing.

Slugbaby
I tried (and failed) to replicate your issue.  Here's what I did, tell me if I'm doing something differently.  I had to use different instruments in Kontakt, but that shouldn't matter.
 
In the Browser View, I added one instance of Kontakt.
In Kontakt, I added 4 instruments:  Trumpet, Trombone, Saxophone, Vintage Organ.
In the Kontakt Output section, I set the "batch Function to "clear output selection and create one individual channel for each loaded instrument."  This sends each instrument out on a separate audio channel.
I created 4 MIDI tracks, outputs to Kontakt:
Trumpet on MIDI Channel 1, Trombone on MIDI Channel 2, Saxophone on MIDI Channel 3, Organ on MIDI Channel 4.
I created 4 Audio tracks:  Audio 1 input is "Kt. Trumpet stereo", Audio 2 input is "Kt. Bass Trombone stereo", Audio 3 input is "kt. Trumpet", Audio 4 is "Kt Vintage Organ."
 
I tried soloing each instrument by clicking the 'S' on the MIDI track.  Each solo'd properly.
I tried soloing each instrument by clicking the 'S' on the Audio track.  Each solo'd properly.
I tried soloing each instrument by clicking the 'S' on the instrument inside the Kontakt GUI.  Each solo'd properly.
 
I also inserted an EQ into the FX bin of one of the audio tracks, with a severe High Pass filter setting.  It only affected that one audio track, and when I dragged it over to the adjascent audio track, it only affected the 2nd audio track.
 
In case you were using more than one instance of Kontact, I added a 2nd through the Browser View and created a couple more instruments in exactly the same manner.  It made no difference.

I sometimes work this way, but other times I don't really know what instruments I'm going to need up front, so I add them as needed, which negates the "clear output selection and create..." step.
 
I wish I had video capability so I could record what I'm doing.

ralf
Whenever you solo a track, it becomes solo itself. If a midi track is soloed that is connected to an instrument as input, all audio tracks connected to that instrument as output are soloed as well. This ensures that wherever the midi input may produce audio output, it is soloed as well. For audio it's vice versa. When you solo an audio track that is connected as output to an instrument, all midi tracks that serve as input for that instrument are soloed. Again, no matter which midi track creates the input for the soloed audio output, it is soloed as well.

This is the behavior you describe. Just remove the track that you soloed directly from your lists, and you will see that it is always the scheme: manually solo a midi track and all other soloed tracks are audio, manually solo an audio track and all other soloed tracks are midi. That's how it is meant to be.

Only the EQ affecting the wrong audio output is odd, but probably that was really due to cloning an instrument.

I'm using Kontakt in almost all of my projects, also with several instances and several instruments per instance, and never had any inconsistencies in regard to soloing.

To clarify, when you say "all audio tracks connected to that instrument as output are soloed as well" are you implying all instruments that are within a single Kontakt instance? 
 
I guess what I'm getting at is, assuming my routes and connections are set correctly in Kontakt and Sonar, if I solo the cello midi or audio tracks, I'm expecting ONLY cello-related tracks to also be soloed. When I solo the midi channel of my cello instrument, my expectation is that ONLY the three cello channels (midi, control - which is another midi channel - and audio) should solo; none of the violin channels should also solo as a result of me soloing the midi cello channel. That's my expectation... I'm not expecting the audio violin channel to also solo when I solo the midi cello channel.
 
Is my expectation incorrect? Am I being dense and just not understanding that it's doing what it should be doing? In other words, the expected behavior when I solo the midi cello is that the audio violin SHOULD also be soloed in addition to the other cello tracks? If that's the case, then I'm truly lost as to why, even though many have been helpful in trying to explain it to me.
 
I appreciate everyone's help on this, and I apologize if I'm missing something very obvious and making this more difficult for everyone.

obiwanshinobi30
 
I sometimes work this way, but other times I don't really know what instruments I'm going to need up front, so I add them as needed, which negates the "clear output selection and create..." step.
 

I get the funny feeling that it might be related to the Kontakt Out/ Sonar In routing.
When I add new instruments in Kontakt, I'll "clear output and create..." again.  It's a pain, but it ensure that everything is routed to the correct Sonar Audio Track.  And it ensures that each instrument is going to it's own Sonar Audio Track (you ARE doing that, right - not sending them all to the same one?).  Also, that each Audio Track is pulling from the correct Kontakt channel?

I'm absolutely sure that my audio routes are correct.
 
If you clear outputs every time, do you then have to go back to every audio channel in Sonar and reconfigure?

Yes.  I haven't found a better way to get the instruments out to their own tracks.
I'll "clear output and create.." and then double-check to make sure the Audio inputs are still referencing the correct Kontakt outputs.  I don't think there's a way to have Sonar "know" what's going on inside Kontakt.
Not exactly streamlined, but it works.

I'll certainly give it a shot. Better than causing even quicker gray hair growth.

obiwanshinobi30

ralf...

 
To clarify, when you say "all audio tracks connected to that instrument as output are soloed as well" are you implying all instruments that are within a single Kontakt instance? 
 
I guess what I'm getting at is, assuming my routes and connections are set correctly in Kontakt and Sonar, if I solo the cello midi or audio tracks, I'm expecting ONLY cello-related tracks to also be soloed. When I solo the midi channel of my cello instrument, my expectation is that ONLY the three cello channels (midi, control - which is another midi channel - and audio) should solo; none of the violin channels should also solo as a result of me soloing the midi cello channel. That's my expectation... I'm not expecting the audio violin channel to also solo when I solo the midi cello channel.
 
Is my expectation incorrect? Am I being dense and just not understanding that it's doing what it should be doing? In other words, the expected behavior when I solo the midi cello is that the audio violin SHOULD also be soloed in addition to the other cello tracks? If that's the case, then I'm truly lost as to why, even though many have been helpful in trying to explain it to me.
 
I appreciate everyone's help on this, and I apologize if I'm missing something very obvious and making this more difficult for everyone.

Right, all I said applies to one instance of Kontakt (or to each instance separately, if you have more than one).
 
For Sonar, Kontakt is just one instrument with up to 16 midi inputs and up to 4/8/32 audio outputs. Sonar doesn't know anything how many instruments are inside of Kontakt, nor which midi input is connected to which audio output(s). Sonar doesn't know that your cello midi track is connected to your cello audio track inside Kontakt when you solo a track, be it midi or audio. All Sonar can do is solo the audio tracks that might be connected to a midi track sending its data to a Kontakt instance, and this are all audio tracks for that Kontakt instance. For soloing audio, it's the same just reverse. So yes, your expectation is wrong, and the reported behavior is correct.
 
If your routing inside Kontakt is correct, this should not cause any audio to be played except for the midi channel(s) you have soloed, because no other instrument receives midi data. (You may also want to check the AUX routing inside Kontakt, but it should be off by default for all instruments and hence cause no problems.)
 
So, live with this way of soloing, or don't use multiple instruments inside Kontakt.