If you have not started yet, I would:
Export a single midi track from Sonar.
Open it in Finale and do the work you want.
Export from Finale and import it into Sonar.
When I work in Finale, I get the project the way I want there and export it as a midi file. I then put the midi file in the folder where Sonar keeps it's projects. I usually put it in it's own project folder. I then right click on the midi file and select "open with" and direct it to Sonar. I do this so all the settings for the song such as tempo, key, etc are there and I don't have to recreate all that stuff. If I have to go back and add to it after I've done all the Sonar work, I'll just add it to the original Finale file and then import it. I've not had to go back and do this so I don't know if Finale can export individual parts or not. LOL! I've been using Finale since 3.51 and I don't know that. lol!
HTH