I've downloaded the virtual midi cable app but I cannot figure out how to route it in SONAR to get the synths to play

1) Create a MIDI track with input set to your controller, output to the virtual cable
2) Insert a synth with the new MIDI (or instrument) input set to the virtual cable and repeat as necessary
Make sure input echo is enabled in the MIDI track created in #1
play away
 

Bob, The cloned tracks are linked but this is a good thing as you only need to edit one and te change will be global. If this is not desired then you copy paste to a blank track. I have been doing it both ways since midi was invented. 
And it's not an issue to have the extra tracks as I like to be able to name them. 

Yes I just copy and paste as well.

Interesting. Seems ableton has more audio routing options. cubase has more midi routing options... Mapping is weak.

Cactus Music
Bob, The cloned tracks are linked but this is a good thing as you only need to edit one and te change will be global. If this is not desired then you copy paste to a blank track. I have been doing it both ways since midi was invented. 
And it's not an issue to have the extra tracks as I like to be able to name them. 

I guess I didn't explain it very well.  What you do is exactly what I do, and have done for a million years.  I am not hampered whatsoever by having the multiple copies of the clips, as they are linked, and I can unlink ones that I need to.
 
I just wish there was a way to dynamically affect the link/unlink behavior when dragging out clips created with Step Sequencer - like CTRL does when dragging clips created outside of Step Sequencer.
 
Bob Bone
 

Sorry, guilty of not carefully reading your whole post. Only one coffee so far. :)
An interesting behavior, is that if I clone a complete drum track, then go to the new track and highlight all the kick drums via the left hand keyboard icon, and delete them, they are only deleted from the cloned track, not the original. So there is only a certain level of linking going on there.  

I don't need to do this type of layering that often, but when I do I use Mux:
http://www.mutools.com/mux-product.html
 
http://www.mutools.com/info/docs/mux/using-vst-plugins.html