Sounds like a very frustrating problem.  But whenever I had the audio engine stop when rendering the entire project to a wav or mp3 file, (by using "Render as" in the dropdown menu) even though I get the audio engine stop message, Sonar actually continues on to render the whole project. 
And I agree with the previous comment about always selecting "None" before attempting to render.
Several times I had one clip or track selected, and it only rendered what was selected.  So I always click on "None" first.

Yes I thought it would be clear as I said "found under edit"  is what I and many others have found that selecting none seems to be bullet proof.  I guess it avoids that "select all" can possibly miss something. Don't know why but it's been my export method since using Sonar 8.5 and I've never had an export that didn't come out 100%. 
 
I don't change anything in the export dialog either. Only one thing I change is the 32 bit to 16 if I'm burning a CD afterwards. I've never touched any of the other boxs ever. 
 

        Thank you Matron, I see what you mean now. As I individually selected the choice myself, the result was the same. But now I know what you meant as it's another method of doing it. To Soens. I actually tried to do that, which is to drag the clip to the desktop and it wouldn't do it. I don't know why, but I'm sure it's something I'm not doing right. I'll work with it and see if I can figure that out. To Leee, what I am finding is that on the slow bounce, whenever the audio engine cuts off, the rendering stops and I am asked if I want to save the partial file up to that point, which I don't. On fast bounce, I never know what happens as SONAR does complete the rendition regardless, as you have said (although I never see an audio engine cut out popup), but I suspect that if there was an audio engine cut out, the resulting file is blank without any sound. That is what happened to me, I believe.
        I think that the measures I have taken up to this point have solved my problem in respect to being able to do a fast bounce without problems, as my fast bounce problems happened before I tried the measures in my original post. At this point, things are better, but still I shouldn't have a problem with an audible bounce either. I didn't have any problem with it before I built this particular machine. To Cactus Music, and all you guys, thanks again, now I know to select "none" in the render box. Hopefully in the future, I'll figure the rest of this problem out.

 "On fast bounce, I never know what happens as SONAR does complete the rendition regardless, as you have said (although I never see an audio engine cut out popup), but I suspect that if there was an audio engine cut out, the resulting file is blank without any sound. That is what happened to me, I believe."
 
No I think you just had your setting wrong somehow which resulted in silence. If the audio engine cuts out.. it always pops a warning. If it didn't Sonar would not be a DAW anybody would want to use. 
 
Try using "select none" and the default settings for Export, that has always works for me, on dozens of different Sonars and computers and configurations, I've always used the default and I always get a wave file of how the song plays inside Sonar. 
 
 

As I've recently learned "fast bounce" is a lot more stable, as it does not require the instruments to be playing and active during the bounce.  And also the term "fast bounce" can be deceiving, because it sometimes takes LONGER than a regular bounce.  It should be more accurately be labeled "variable speed bounce" because it goes as fast (or as slow) as your system can handle.  By using the normal bounce, you're actually forcing Sonar to bounce at a fixed speed, which can cause memory and ram issues.  

I always thought "fast bounce" used more system resources and could create a wav or mp3 file with errors.
But as I said, someone set me straight about this, and with the rare exception of certain synths, the fast bounce is much more stable and reliable. Just make sure to select "None" which unselects any specific tracks or clips.