There is no benefit whatsoever in running separate Midi tracks for each kit piece.
When you insert SD3 (or any other multi output vsti), on the Insert Soft Synth Options page, select Midi Source and All Synth Audio Outputs: Mono
You can then direct each of SD3's kit piece channels in the Mixer page to any of the audio outputs exposed.
Delete any remaining tracks when you've finished. Convert any mono tracks to stereo if you want.
Right, freezing/bouncing.
If you choose to freeze the synth, Sonar will do one pass for each and every audio track and place the rendered audio into the clips pane of each track. The synth will be removed from active duty, but it's only a cvlick away to unfreeze it, make any Midi tweaks and re-freeze.
Right click the freeze button and go into Freeze options. I always make sure "Track Fx" is UNticked because at this stage, I haven't finished mixing.
If you choose to do a bounce to track, Sonar will make ONE pass and render down to brand new tracks. (if you have stereo tracks, you'll need to do these separately in a 2nd bounce)
This will still leave SD3 live & active, so the first thing you'll want to do is to archive the tracks, or mute them, but if you want to conserve CPU/RAM, you'll have to disconnect it from the Synth Rack. The Browser needs to be undocked in order to reveal the Connect button.
If your bounce is slamming the way you're seeing, I'd check what you're using under Source Category in the Bounce to Tracks dialog. You'll never go wrong if you select Main Outputs.
Some people suggest using Entire Mix, but this can cause problems if you have tracks or busses routed to any additional output pairs on your interface. This caught me out when I first started because I run a dedicated Headphone buss and route this to output pairs 3/4. If you use Entire Mix in this situation, Sonar will sum all active interface busses together and your rendered mix will be 6dB higher for each & every active output pair.
Hope this helps