I got around this by using bidule and just routing the midi staright through it and making sure "Enable Midi Out" checked in the vst options. Then created a midi track with an input of the bidule midi out and then route the midi tracks output to the hardware midi out.
This will only work with one midi out enabled in a project. If you try and have more than one midi out enabled on different vst's then sonar will crash. Several threads on that floating around.
Bidule works great at getting around midi routing issues.