I have a dedicated hard drive chopped up into various genres and artists. Before this last upgrade, whenever I opened a project, the paths for the audio, etc were right there on the right. Now, every time I open one up, I have to manually navigate to the right folder. Not a game-breaker but it is a PITA.

Same here,
 
Under File > Preferences, I have my "Wave Files" path set for D:\DAW Samples and Storage Files.  The location holds of all of my audio files, Loops, samples, and the like.  Every time I open Sonar, I have to reset the path back to one of 4 TB SSD internal drives on my computer.   This has been going on for a while, but it's  no major problems for me. 
 
Once set during my Sonar session, it stays available for use.  When I shut down sonar, however, I have to go back to preferences and reset it when I open Sonar again.

There's probably some registry hack for that...calling scook, scook to ER...he seems to be one of the few people who has explored the depths of the registry, and returned alive to tell us about it.

I am not certain exactly what the OP issues is:

• the default project file path is set in Preferences > File > Folder Locations "Project Files"
• the default audio import/export file path is set in Preferences > File > Folder Locations "Wave Files"
• the default path for audio used in projects without per-project audio is set  in Preferences > File > Audio Data "Global Audio Folder"

There is nothing extra in the registry to change how those areas are accessed. I have seen dialogs not consistently open where I want, for example preset "File Open" dialogs but that is just how Windows works AFAIK.
 
 

scookI am not certain exactly what the OP issues is:

You know how most programs remember the last files and/or folders they accessed? Sonar no longer does this. That said...
 
...I just noticed that under the Media tab in the Browser, if I click on the down spinner/arrow, and then select Project Audio Folder, it brings up the correct source location(s) for whatever piece I'm wrecking...er...working on. I see the sense in it.
 

I have the same problem since an update from Microsoft Windows 10.