Sounds like you have a routing problem. Try this.
Hook the PC audio outs into a channel input on the mixer.
Hook the mixer main outs directly to the speakers.
Connect an aux bus, preferably a pre-fade one, from the mixer to the PC audio inputs.
Now when Sonar is playing audio, that audio passes through the mixer where it can be mixed with the output from your synth and sent to the speakers.
To record audio you need to use the auxiliary channel(s) on the mixer to send the audio into Sonar while the channel fader is used to control the monitoring mix in the speakers. This means you are not monitoring via Sonar but via the mixer so there should be no latency.