Thankx, of course I can add any automation lane.
Here I have an image of 2 screenshots. You see I inserted BluTube Vintage Oilcan Echo for the horns, in the upper image. You see I activated recording automation. (I was successful at recording automation in this instance.)
In the lower picture you see where I'd have supposed to see the automation lanes for the BlueTube Echo. But thy aren't there. I cannot locate them.
By the way, when I tried to record the automation data a second time, Sonar crashed, I could not save the new data :-\
 

Your screenshot is not showing up

 
https://goo.gl/photos/3jPAjEXZLQ2YBZKo8
 
Here I try again, it seems, the web site designer dislikes screenshots. I cannot upload it directly, but placing a link doesn't seem to work either.
But try right-click on the icon, choose "open in new tab". For me, that works. Or do I need to have another place to upload images? I am using "Google photos"...
Otherwise try the link I pasted in beneath that icon. 
I appreciate you are following up. 

You need to click the + sign next to the HrnsDlySnd, this will allow you to add another automation lane, and from the added automation lane click the arrow next to the new automation lane and choose whatever Blue Tube Echo Parameter you wish to automate.
The key is the (+) sign.

Thanks again, 
that is what I had been trying to do. You see in the lower picture, I only get automatisation referring to the send, but not to the FX I had placed in that send. I just tried again right now. Sorry.
But after going through the mix again and again, I got all the preset changes recorded, before Sonar crashed again for unknown reason, and without preparing another error message file. (And I even had installed the new update today before resuming my work.)

Try looking for what you want to automate in the automation lane on the "bus" where you actually have the FX.

To get an automation lane, I should have the bus in the track list, right? I do not see it there, only in the mixing desk view. There, I do not seem to find any opportunity to add an automation lane. Please see the lower  one of my 2 images I posted earlier. I see the bus send in the track list, but the automation lanes there do not refer to the FX I activated in the send / bus.
Sorry, I must be a harrass not to grasp what you are trying to tell me.

Look at where I circled in yellow on the lower screenshot picture.
Click on that and it will show you your Busses and Auxes in Track view, and you will be able to open automation lanes for your FX Auxes / Busses etc.
 
Screenshot

Yeah! That's it now. Little arrow, big effect. 
Thankx a lot!

Now the last question in this thread (I think it perfectly fits in this thread):
Any suggestion for a reliable VST-bridge, allowing me to run 32-bit VSt-FX in Sonar?
And also a few hints how to install (which folder), and use  them?
Please.