Yeah - I have never been able to solve that issue, however since I have 32 GB of memory in my computer, I have always found the best performance for me by limiting a given instance of Kontakt to maybe 6 loaded instruments, as Sonar will distribute the work load across available CPU cores better by using more instances, versus using less instances with more instruments in each instance.  Noel had weighed in on that some time back during some discussions about it all, and his recommendation was to split instances into several, rather than one giant one.
 
In any case, I never try to load more than 6 instruments into a single Kontakt instance.
 
Bob Bone
 
 
 

Thank you all for the help. I'll have to stick with more instances.

Again - it is not a bad thing to have additional instances.  It uses some more memory, however it distributes the CPU load across cores much better.
 
Have fun! :)
 
Bob Bone
 

You should file a bug report either way though