Thanks for the various responses guys.
Basically Sonar is missing what could be a killer pad-making feature if it could handle stuff like this natively.
Multiple different VSTs (or even real hardware) controlled from a single source, grouped and routed into a single bus (though obviously you don't always want everything through the same bus). Its the kind of feature that would be incredibly useful in sound design and would greatly increase the ease with which pads or other complex sounds could be created, automated and controlled. Not sure I'd want to use Sonar for any live performance but its the kind of feature that would be useful for such.
Midi automation could then be simply created on a single track and applied to however many synths you're using.
The way I'm doing it currently is usually to make changes on a single midi track and then copy/paste the whole track to whatever VSTs I've got layered. Bit tedious. I find Input Echo a bit of an unwieldy kludge to make up for not really doing it properly.
I'll forward this to Cakewalk, sure would be nice to have multiple midi sends in a future version :)