Late getting back to the party, but... I still don't get what the problem is. 
 
I don't lose signal when I assign a track's output or send to a bus that routes to another hardware out and solo the track. I do it all the time for external metering, headphone mixes, loopback recording, external inserts, etc.
 
Yes, if you solo a track the output of buses that other tracks route to will go silent, not because the bus isn't soloed, but because those tracks are effectively muted by soloing. That's the whole point of soloing.
 
What am I missing?
 
Rather than cryptically telling us, "If you run the system as outlined above you might find Sonar works differently than you think", how about telling us exactly what result you expect to get that you're not getting when you solo tracks in that scenario?