Whenever I need to bounce trackouts (stems) of a song, it always bounces WITHOUT the FX on the master bus. This is extremely annoying, because I find myself having to solo each individual track and "bounce entire mix" in order to get the mastering FX on each individual track. It's very time-consuming.
 
I've tried going to export > audio...and selecting "Tracks" as the Source Category. I made sure to have all the boxes checked on the right (Bus FX Enable and Track FX Enable)...but when it's bounced, none of the bus FX are there. 
 
There HAS to be a way to bounce the stems of a song properly, like you can in every other DAW....right?? Someone teach me!

Not sure why you'd want to do this - many effects on the master bus will respond differently to each track soloed than to all the tracks played at once, so the sum of your "mastered" stems will not be the same as the master bounce of all your tracks together. I would have thought this would be especially true of the types of effects you'd traditionally put on the master bus.
 
But to respond to your question, afraid I don't know how to do what you want to do either. Apologies if I've misunderstood what you're trying
 
Simon

Here's an example of what I want to do:
 
1. I made a beat with a tapestop effect to transition from one section to another. I wanted the whole track to slow down and be effected, so I put the effect on the master.
 
2. An artist in another state purchased the beat, so I want to bounce all the stems to send to him (kick on one wav, snare on another wav, guitar on another wav, etc.)...and when he imports the WAVs into Pro Tools to record and mix, I want it to sound EXACTLY like the beat he purchased.
 
3. After bouncing the individual stems, NONE of them have the tapestop effect...so the entire transition is gone. 
 
There MUST be a way to do this...because if you're working in a professional setting, 95% of the stuff we write/produce/compose on Sonar is going to be bounced and tracked/mixed in a studio running Pro Tools...
   

You'll need to put the Tapestop plug on every track/bus because that's what you're exporting - you're NOT exporting your master buss which currently is the only place Tapestop lives.

So I have to copy and paste the tapestop about 37 times (it's a big track) so it's on each individual track? Is there really not a way to do this?? There are other effects as well, that's an hour's worth of work. This is 2013, there's no way there's not some kind of workaround...pretty sure in other DAWs (Pro Tools, even FL Studio) it's a one click and done scenario.
 

I can't think how else it could be done without either soloing each track or copying the effect.
 
To copy effect you can cntrl click and drag it, so it shouldn't be an hours worth of work unless the tracks are VERY far apart.  One minute, max.
 
I'll have a look later at options, and what other DAWs can do, but I reckon those two options are about it.

Well for this particular track it would take quite a while because I used Sugar Bytes Artillery 2 (pretty cool plugin BTW) for the tapestop, which is controlled by MIDI...I'd have to copy the midi track a bunch of times and route each one to each new instance of Artillery.
 
And there's more than one effect...I have some drum bus compression on the built-in Pro Channel I'd have to put on each drum track (wouldn't take long - save as preset, then open preset on each drum part), and a few other effects on the master. Granted, hours was an exaggeration, but it could take a good 15-30 minutes. And I'm skeptical my CPU/Sonar can handle 30 instances of Artillery, or especially a plugin like Ozone, without crashing and/or exploding. 
 
I'm doing the solo each track method I've been using as I type this...but considering all the complex stuff Sonar is capable of, you'd think there would be a much easier way to do this.   

Make sure track is selected (track number is blue), choose export-audio, make sure all right boxes checked and choose "entire mix" from source category.
 
I just put sat knob on master, turned up to 11, and tried this with three separate tracks, and it seemed to work.

When I put Source Category as "Entire Mix" all I see is my output...I have to select "Tracks" as Source Category to select individual tracks to export (highlighted in blue in the box below)....am I missing something? You're the man (or woman) for helping me out by the way, whether I figure this out or not.

NiceGuyBeats
When I put Source Category as "Entire Mix" all I see is my output...I have to select "Tracks" as Source Category to select individual tracks to export (highlighted in blue in the box below)....am I missing something? You're the man (or woman) for helping me out by the way, whether I figure this out or not.

That's right, it just shows your outputs.  Don't select "tracks",  don't use a preset, just "entire mix" from "Bounce Settings-Source Category" and export.