Yes to date there are many plugins that don't react well to signals above 0dBFS. Either they internally are not using float data everywhere in their internal signal flow, have lookup tables that are not high gain aware or have DSP that is not tolerant of this. Its not that common though, so while its a good practice to be aware of gain staging good practices while mixing you dont have to worry that much about it unless you have a plugin that doesnt handle high gain.
A tip to address this. If you notice distortion, drop the
input gain (trim) level on the track/bus which is pre-effects and then boost the normal volume of the track/bus which is post fx bin. If the gain with this is insufficient for some reason, remember that you have access to yet another relatively unknown per track/bus gainstage in SONAR by using
offset mode! Simply switch to offset mode and adjust the offset volume and you get another 6db of gain available. That should be plenty for most purposes.
Take a look at
this article and this
documentation for some signal flow diagrams in SONAR.