FWIW, I had to add a folder to the folder list to be scanned before Melodyne even showed up as a region effect. The VST version worked no problem. I had to add the Program Files/Common Files folder on your C: drive and scan before Sonar could even find it. It seems the 64 bit version created the folder and placed it on it's own. The 32 bit version was the one that gave me the problem. It created the folder but did not list it and scan it as it should have. Anyway, after the fix, no problems.

When I encouter this situation I select the clip, go to "Clip" tab and select "Bounce to clip". After this I can apply a region fx. 
 
Haven't found what trigger this but playing with Audio Snap and transient markers seem to cause this 100% of the time. 

I don't seem to have anything on my region FX menu at all and can't find a plugin anywhere in my cakewalk folders. Am I right in thinking I have to get this directly from Celemony? I already tried but I need a serial number to get it, but melodyne doesn't even appear on my "related products" list at Cakewalk. Can anyone give me a step-by-step guide to installing this? Help please!

Melodyne Essential is bundled with Professional and Platinum. It is not listed under SONAR though. It is listed separately in the Command Center and your account.

I think that's the problem; Melodyne doesn't even show up on my connected products list in Command Centre even though it quite clearly shows Sonar Professional. Rapture, etc. is all there, just none of the Region FX stuff. What else do I need to do?
 
.......and a few minutes later...
---have just got a reply from Tech Support; they are waiting for more serial numbers from Celemony. Guess that solves that one!
Thanks for your input..

Sidroe
FWIW, I had to add a folder to the folder list to be scanned before Melodyne even showed up as a region effect. The VST version worked no problem. I had to add the Program Files/Common Files folder on your C: drive and scan before Sonar could even find it. It seems the 64 bit version created the folder and placed it on it's own. The 32 bit version was the one that gave me the problem. It created the folder but did not list it and scan it as it should have. Anyway, after the fix, no problems.

I had same problem a couple of weeks ago for some reason one day, Melodyne didn't show up as a region fx (Ive had Melodyne4 Studio for some time now working fine). I had to do as you said, add the scan path Program Files/Common Files/VST3, I had done some Sonar updates and rollbacks which may have caused these issues.