I don't know if its a Sonar or Saffire MixControl setting that's wrong.
When I record audio through the Saffire, track meters look normal, Master is silent.  Track output to Master, Master to Saffire.  No signal to master during recording (no sound in headphones), but stop recording and play back, Master shows normal signal and sounds fine.  Where is the setting to allow monitoring the recording without input echo?  Tks
 
PS:  Testing laptop for live session tomorrow.  Rather not rely on meters alone.

I just did my first session using the Scarlett 18i20 and Mix Control, with Sonar X2 producer.  I had to set up busses to supply headphone mixes fed by a send on each track, which made it possible to send each player their own mix, then output those to their own output on the 18i20.  I fed those into a 4 channel headphone amp, but I think you can simply plug headphones into the outputs of the interface, at least that's what it shows in the manual.  I was able to use the direct monitoring through the interface and Mix Control by setting up separate mixes in Mix Control to each output supplying the headphones.  This was the only way (that I could find) to avoid monitoring through Sonar.

Maybe it doesn't matter, but I WANT to monitor through Sonar (latency OK).  I want to hear what I am actually recording.  I always found the MixContol GUI confusing.
I thought I had this working a long time ago (Pre X1?) and don't remember having to set up separate busses/sends.

Where is the setting to allow monitoring the recording without input echo?  Tks

don't remember having to set up separate busses/sends.

I always found the MixContol GUI confusing

 
As far as I know, you have 3 options:

1. Use the Saffire's Mix Control
2. Use Input Echo
3. Set up sends/busses to a headphone output

You don't seem to want to use any of these options, so I'm afraid I can't help
 
 

If you want to monitor through Sonar, use can just engage the input echo on the track you're recording and monitor the master mix outputs.  In Mix Control just set your headphone feeds to take their signal from your master bus in Sonar.  If you aren't getting a signal at the master bus in Sonar, check your device settings in Sonar preferences and make sure the outputs you want on the interface are being recognized by Sonar.  If they aren't showing up, make sure the routing is correct in Mix Control.  Focusrite has presets for tracking, mixing, etc that should get you started, although depending on your needs you may have to change them.
I did have a strange problem that might have been related to the USB drivers for the Scarlett series, but I couldn't get a signal out of my master bus in Sonar.  I uninstalled the Focusrite drivers and reinstalled, then it worked again.

+1 on using Input Echo On.
 
Bob Bone
 

I must have changed the original settings in Mix Control.  I opened Default.pro40 and loaded those settings.  Works as expected.
I still don't get a signal on the Master buss while recording, I must have remembered it wrong, but I can monitor recording without Input Echo.