Welcome to the forum!
I'm not sure I understand your problem description correctly.
So, you have inserted EZD in SONAR, and you have dragged a MIDI groove to a MIDI track, but the groove is not played back correctly?
Do you mean EZD skips some kitpiece totally (say, snare is never audible) or that some hits here and there are skipped?
"SONAR plays the groove totally messy" - what does it mean? Hits in random order or what??
Not knowing what is happening, I suggest you try doubling the MIDI buffer in "MIDI buffers - prepare using xx ms buffer".