I set mine up using the linked instructions and it works in the expected way; file exports to sound forge and then back into Sonar on save. I also set up Izotope RX the same way.
 
Maybe it'd be wise to delete the registry entry completely and start again. Also, I think you might need to do a reboot for the changes to properly take effect (maybe worth trying that first).

EDITED POST ABOVE
 
THANKS GUYS!!!!!!!!!!!!
 
I put a space in Wave_Editor.

Ah, good point on the Type field.
 

Hey Thank you! Been wanting to do that for a while but back burnered it till now. Works perfect.