Thanks for your ideas Arvid. Unfortunately, unchecking those MIDI options didn't seem to change anything at all. However, your other idea of freezing the synth has aided my investigation further.
Strangely, when I select the midi clip in question (with selection set from 2:01:000 to 18:01:000) and then freeze it, the resulting audio clip goes from 1:04:959 to 19:04:880. Not sure why the frozen audio would start earlier than the midi clip (and this may well be the source of the bug behind this whole problem). Even though the frozen audio clip starts earlier than the original midi clip selection, the entire first note is missing (the first note is a single held whole note, starting at 2:01:000, so it's really obvious when it's missing).
I can fix the clip freezing process by extending the midi clip to the left (with empty space) slightly, i.e. adding empty midi space from 1:03:000 to 2:01:000. Then when I freeze the same clip (again, I've added/changed no midi notes whatsoever), the resulting audio clip selection goes from 1:02:959 to 19:04:880, but with the first note intact this time. Again, we're still seeing that "pre-roll" from 1:02:959 to 1:03:000.
So freezing the synth before exporting does count as another possible workaround, but it still leaves the real question unanswered, although it has refined the question a bit further. The refined question is now this: when freezing a midi clip (which contains Reaktor 5 in this case), why does sonar not include the first note in some instances if the note starts at the exact beginning of the clip?
Walt