First of all, I agree 100% with your comments about the flaky visual feedback in the PRV with controllers. That's gone on for far too long now. Second, I want to preface each of my comments below with "correct me if I'm wrong here". I'm trying to help out here, and have no intention of being argumentative. There's been enough of that around here lately.
I think that I see where our disconnect is. My personal approach to multitimbral synths involves changing the MIDI channels at the controllers themselves. Notes, CCs, aftertouch, pitchbend may all have unique channels before they ever hit Sonar, and they're recorded that way. Even if I draw them in (or add notes later on), I select them, then go to the Event Inspector, and immediately change the MIDI channel with the destination multitimbral synth in mind.
With another look at your video, it appears that you are drawing in your multitimbral parts. Either that, or you have stellar timing! (it could be edited). That's going to default to MIDI Channel 1. It makes sense that you then redirect the output to Channel 13 for your basses (for example). I'm assuming that you want your CC messages to remain on Channel 1.
The problem is ... when you re-route everything to Channel 13, then Bounce to Clip, all notes, CCs, etc. get funneled through Channel 13. Check to see if your notes weren't also changed from Channel 1 to Channel 13. You may not have noticed, because this was what you wanted anyway (and it was previously facilitated by the MIDI Output redirect to Channel 13).
So, my comment above to leave the MIDI Output at None (Omni) made the assumption that all notes, CCs, etc. were already locked in to their desired MIDI Channels. If you Bounce to Clip in Omni mode, all of your MIDI data will preserve its current MIDI channel. I compose multitimbral parts on the same track this way.
Offhand, I don't know of a way to selectively preserve one MIDI message channel while redirecting others (within the same track). But if MIDI notes, CCs, etc. are already locked to the MIDI channels of their final destinations, then Bounce to Clip (with MIDI Output at None / Omni) keeps them there while you clean up your compositions. It may add yet another step to your process, but my suggestion is use the Event Inspector pre-emptively (instead of the MIDI Output) to redirect your MIDI channels.