So, Cakewalk replied:
With SONAR closed, simply hold both CTRL + SHIFT while opening SONAR- SONAR will proceed to copy over and write some files, and proceed to open! At this point, your previous settings from X2 should manually import into X3, including your MIDI Instrument definitions.
It actually works, but mixed everything. Names are different, instruments are mapped wrong. So I guess, I'll make it manually now.