Hello!

I want to create some desktop shortcuts for my girlfriend so she just clicks a shortcut (for example "piano" or "medieval lute"). Each project file has the correct VST instrument loaded ready to be played. I always set the track volume to -6 DB to avoid clipping. The problem is that the VST settings are saved within the Sonar project but never the track volume. I recorded some midi notes just to show Sonar there's actual data...but still the -6 DB setting is not saved.

Help please!

PS Sonar Professional.

Use track templates.  They save volumes and routings.

Unless Professional has some issue I don't know about, track volumes will definitely be saved with a Project (.cwp) and/or Project Template (.cwt) file. There should be no need to save or load a track template.
 
But if you're setting volume in the instrument's UI, that could be getting over-ridden by MIDI track volume if not left disabled as indicated by parentheses around the value. MIDI volume is sent every time playback is started.
 
If using Instrument tracks, temporarily split the track to see the MIDI volume control; the default will be (101). If there aren't parens around the value, right-click the control and choose 'Disable Control'.
 
This can also be checked/set in the MIDI tab of the track inspector for an instrument track, but you have to right-click the control to see whether it's disabled or not.
 
Actually it's probably best practice to deliberately set the MIDI volume to determine the output level of the synth, and then use audio track volume to control the final output level. This is especially important with external hardware synths that are prone to have their volumes reset from the front panel or by loading a different project.
 

Also, check to be sure some unseen autmation envelope on the track is not sabotaging the levels you set.  Click on the R to turn off automation read to check this.

I just created a new project...deleted all tracks...then inserted an instrument track...with the VST. Set the track volume to -6, saved it...but it is always reset to 0 when loading. It does not matter what VST I load...
 

According to your screenshot, there is automation active for your volume. How do you create your tracks? There should be no automation and no take lanes initially.
 
Auf "Automationsbahnen" (der Button unten rechts mit dem Zick-Zack-Muster) klicken, dort "Lautstärke" auswählen, und dann ein Rechts-Klick auf die Kurve im Clip-Bereich und dort "Hüllkurve entfernen" auswählen. Das sollte das Problem beheben.

Why do you have automation on?

Yep - get rid of the volume envelope and your project will open at the level set when you last saved it

Thanks! Don't know why I had it...maybe misclicked it. :)