I use a RME UCX interface and it works great.
When I close preferences it does take a second or two. It doesn't take 4 seconds for me. 2 Seconds though. Long enough to be noticeable. But it isn't a problem.
Under Preferences > Project > Record
check Allow Arm Changes during Playback and Record
Check Only for inputs in project
This is an X3e newness that fixes an old RME niggle where when you click the record enable button on a track there was a noticeable lag. After enabling Allow Arm Changes, this problem is gone.
I can't see your image showing the problem with the driver. I don't ever use Class Compliant Mode when using Windows. I just tried it and I wasn't able to get the device to show up using ASIO or any of the other driver modes. My monitor showed up, but not the interface. There were a lot of odd things in the list though, so it might have been the interface. I don't know.
In any case, don't give up. Sonar works fine with RME.