Simeon's right: using VB-Audio Banana is the way to go. I spent a couple hours this weekend trying to do the same thing, and I was able to adapt the settings in this video: https://www.youtube.com/watch?v=YxmEa_Qtduc to do what I needed. I'm using a Tascam Us-2x2, and the audio routing in Banana allows me to loop system audio back to Sonar as an input, as well as record Sonar's output to OBS.

Back in the day, when I was doing training courses, I used a stereo cable to physically route "what I hear" back into my audio device. 

Dean, did you try unplugging your Apollo and then using your on board audio card. My screen capture program Debut works fine as long as I don't use an audio interface. 
I am using ASIO4all, but I'm sure WASAPI would also work. 

dlion16
Back in the day, when I was doing training courses, I used a stereo cable to physically route "what I hear" back into my audio device. 

I tired this this morning and it worked for me. I'm using a Focuscrite pro 40   with OBS

I threw together a quick video (with possibly the lowest production quality you've ever seen) of how to use OBS w/ VB-Audio Banana to do a video capture of Sonar. To me, this method makes more sense than trying to use physical cables, since it keeps everything in the digital realm. I hope this is helpful! https://youtu.be/ZTvcGxAtdaI