If not, you could try WDM or ASIO4ALL (a free DL, it's is not real ASIO). Please do not do that,,,, problems are reported that asio4all was installed and it interfered with the focusrite drivers.
Focusrite interfaces come with very good drivers, use them. Please do not use anything else.
There is nothing wrong with your set up.
If you look in Sonars Preferences and check your round trip latency (RTL) you will see something like 20- 50 ms is reported. This is normal for a scarlett interface set at it's default buffer size of 10ms. This is what you are hearing as a delay in playback.
I'm slowly have become grateful I went with the Scarlett 6i6 as it come with the mix control software which makes adjusting the buffer easy. So I'm not sure where you adjust the buffer without the mix control, but if you turn it down to around 2ms the delay will be almost gone. The problem will then be your system might become unstable and you'll have drop outs etc.
The trick is to turn it down as far as you dare without losing stability.
I can only work at as low as 7ms on mine which is 6 years old Pentium D 3.4 Mz. 2 cores.
But I leave it at 12 because I don't ever turn on input echo ( unless it's midi)
( note Focusrite uses a different number to adjust buffers , most use 128/ 256 etc. )
Bottom line is depending on your computer specs and how it's configured you will always have a touch of latency when monitoring effect in real time. The Scarlett's are not the best interface when it comes to RTL performance. You'll need to read this to see what I mean.
http://forum.dawbench.com/showthread.php?1548-Audio-Interface-Low-Latency-Performance-Data-Base/page13 Don't try and read it all, just the first couple of pages and then skip to the last page ( 14 and scroll down to see the most currant list of performance. Note the Focusrite Saffire USB is at the bottom of the list. The Scarletts did worse.
This by no means is saying they are crappy interfaces. RTL does not stop you from recording excellent music, it only comes to play when yu try and monitor effect in real time.
What I do is I record clean without effect or I use my stomp boxes. I then insert the effect in a Buss.
PS You should be using a master buss and all track outputs should go to the Master and not directly to 1/2 out.