Am I correct that the SFZ player no longer works (at least with soundfonts) in X2?  

I've read a few threads here and watched a Youtube video or two on loading an SF2 into the player (and read the section on it in Scott Garrigus's book).  When I click on the "File" space I can get to an SF2 soundfont, but it won't load.  The "File" space stays blank.  Tried with a variety of soundfonts.  

(Windows 8)

I DID just now get an SFZ file loaded--but no luck with SF2 files.

Just tried it and it failed for me on a bunch of old soundfonts. SONAR X2a Producer 64bit on Win7.

Just checked: SF2's work in SFZ in 32bit X2a.

...and yes,  no dice in 64bit X2a.

When i tried to load a sf2 file out of pure curiosity in x2 64-bit it did not work in either. I did however get a freeware third party soundfont player to work.

I very rarely use soundfonts these days and if I do I use them in Kontakt, however if I recall correctly SFZ has not loaded SF2 files for me for a very long time (must be a 64 bit thing). It was certainly the case in 8.5.

You can down load SFZ+ Professional from Cakewalk shop for free. This will should load soundfonts and has a lot more features than the SFZ player bundled with Cakewalk (built in effects, multitimberal, multiple outs etc). However it does not play SFZ files in fact it predates the SFZ format. http://www.store.cakewalk.com/b2cgbp/ProductInfo.aspx?productid=35-CWSZ1.40-20E

There is a trick getting it to work. There are 4 format options when loading files, I do not remember which is the correct one, so you may need to experiment. If I recall correctly it worked OK under bitbridge in 8.5 as long as you use the VST version.
 
There were several threads in the Sonar Producer and Studio thread, so a search there may give you more details.

although it's 32-bit, shortcircuit works in X2A and is free and handles sf2 files just fine. If you go that route, the 1.xx versions are stable. 2 has a couple more bells and whistles but is buggy. I recently pulled out this plugin because i used an old version of recycle lite that exports to sf2 only. Pretty intuitive if you have ever used a dedicated sampler

Check out sforzando

http://www.plogue.com/products/sforzando/


Rail

Here is another free (donationware) VSTi that will play SF2 files and do a lot more besides http://forum.cakewalk.com/tm.aspx?high=&m=2753892&mpage=1#2753892