Sorry to hear you're having troubles.
I haven't run in to any of the things you mentioned other than a funky little thing with the time line cursor ...
I noticed this the first time while I was adjusting the buffers on my FTU while I had X2 running ... I would minimize X2 so I could see the FTU console screen, and the timeline cursor thingy stayed on my desktop. In other words, it didn't minimize with Sonar.
Next time it happens to you, try minimizing Sonar, or maybe switch screensets just for kicks and giggles to see what happens.
The other thing ... about 'adjust for best appearance' ... don't know if you are aware of this ... but if you are running an Nvidia card, you can leave Windows set to default, and set the video adjustments per program through Nvidia's control panel. That way, once Sonar closes, you're back to Windows default settings without having to touch a thing.
Good luck.