I tried this myself the other day, with SONAR Home Studio 6.
Apparently, there is a limit to how many clips you can drag into another track, which is 3 in my case. If I dragged a 4th clip into the track, one of the other ones dropped out.
However, I was able to copy and paste all of the clips into 1 track, and they then played though my synths. I used Studio Instrument Drums and Session Drummer 2.