Odd thing, I can play the part (percussion) on my midi device and hear it, and record it, and it plays back... but in the Piano Roll the notes don't show up, and if I draw notes in manually, I can see them, but they don't sound off. Any thoughts?

Are you looking in the right place? Keep in mind that the PRV is many octave and can be very long. Zoom out and maybe that will help. Also be sure you have the right track in it.

No, when I hit the key on the keyboard I can see the note flash, so I'm in the right place as far as I can tell.

Thanks for trying, I give up for now, Sonar defeated me today, one day to work on stuff and couldn't do it. I appreciate the effort, but it may be time to look for another program, seems like every other time I try to work I have to track down some ridiculous little issue before I can do any actual recording or mixing. If you have any other thoughts, I may look into until I can find something else.

For me answering you is guesswork. Because I don't have these problems. My suggestions are based on my own experience. If I have not encountered the problem I try to guess why you do.  I know it is only a shot in the dark but it is the best I have to offer.

can't say i have ever come across it myself in the past, so i just gave it a whirl, loaded a drum vst and just tapped out a beat with my midi keyboard, recorded it, open prv and everything was there, do you see the notes you played represented in a midi clip in track view?

Is it possible to record as step sequencer clips? Like can midi be inputted into the step sequencer instead of PRV?

I would suggest bouncing all of the MIDI clips to a single clip and then look in the PRV

It is possible to hide the notes in the prv by clicking on the icon in the viewer to the right of the screen.
 
Are you sure you haven't done this?
 
And double check you have the correct track displayed in the prv. Many's the time I've been viewing the Audio track of a soft synth rather than the Midi!

right click on your midi track and choose View> Piano roll view.
sounds like a classic case of wrong view in prv.