I have X3e, forgot to update my signature (patches were so FAST coming out!). I made sure "Enable MIDI Ouput" was unchecked.
 
This is how I've done it today:
So, drums are on AD output, channel 10
Bass on Kontakt output, channel 10
Guitar on Z3ta+, channel 10
Drums stay constant, but the bass changed sounds when I assigned the guitar output to Z3ta+. Even when I stop and restart, the Kontakt component plays a different sound from what I set it at (a piano sound in this case)
 
Craig, I know I can detune the bass, but I can't link the low E on the interface to play a D that the part requires. I can see it using a piano sound. I just don't know how to do that. I tried a search for that and it was fruitless.
 

 
 
 

Like the bass went to a z3ta+ patch when I inserted it for another track.
 
This makes me think your not setting the track outputs to the synth you want. 
Oh,, just a minute, I just read this very slowly and I think your saying the bass tracks output changed when you inserted a new synth for another track?? 
This sounds like the tracks are linked together because you have cloned them..

They aren't cloned. This is a midi file with 8 tracks I opened. I inserted three synths to the project and routed guitar, bass and drums to the respective synths I wanted.

But if all his outs are on channel 10, wouldn't it change to the last syth played?

Sound like, at the surface, one thing you could do to at least reduce the confusion (to you or Sonar) would be to put things on separate channels rather than everything being on channel 10.  You have 16 channels to choose from on each track and generally with each instrument, and channel 10 is generally regarded as a drum channel (though not hard-wired or anything), so why not put your other instruments on channels 1 and 2, for example.
 
The way that Sonar deals with midi channels/devices/inputs/outputs can sometimes cause a certain amount of merging.  by default, the input you select for a particular track is usually set to Midi OMNI, which means that it will take an input from whatever channel it gets on the input selected, regardless of what channel is being tranmitted by the device in question.  Mostly, this works fine, but sometimes you can end up getting midi from places you weren't expecting.
 
So - I'd re-assign those midi channels for simplicity.
 
Does that help at all?

There's your problem, I didn't see your last post so I missed the Channel 10 thing, Why are you doing that? As the others have stated we normally assign a different channel for each instrument or at least use Channel 1 for Pianos and stuff and 10 for drums. 
To me it's a midi sacrilege to use ch 10 for anything but drums.  
 

I actually did use different channels at first, 1 for drums, 2 for bass and 3 for the guitar sound to no avail. AT the point I posted, I had tried 10. But I'll try it again this morning.

Simply the setup.
 
When inserting synths use the default values provided by the "Insert Soft Synth Options" dialog, except uncheck "Enable MIDI Output".
 
Forget about channel assignment, it does not matter to Addictive Drums or Z3TA+. It could matter to Kontakt but should not if only one instrument is loaded.
 
Forget about multiple audio or MIDI tracks for the synths. Just get the basic tracks working. All the multi-IO for the drums can be done after the basic tracks are setup and working.
 
Take care when assigning inputs for recording and keep track of input echo.