I have been working through this hoping the answer would magically appear as I worked.  It hasn't happened.
 
I have a project with several MIDI tracks with different instruments and regardless of which track I put the notes on the event lists all show the appropriate number in the track column but list the notes as all being in channel 1 ("Ch" Column).  It seemed to work fine so I continued with my project hoping for answers along the road.  Once I had decided on the note/instrument combinations it was time to look at sound balance and so I started to put the different series of CCs onto my tracks.  Unlike the notes, the CCs show both the appropriate track and channel numbers.
 
I could battle on and manually alter each note event to have notes in track 2 as "2" in the 'Ch' column but before I create all that work with probable disastrous consequences could some kind soul please explain this and whether i have made mistakes or not to produce this result in my set up?
 
Thankyou 

I believe I have also come across this issue and I may have a way around it.

So what you are saying is that after you have done a lot of editing of a MIDI track, you end up with many events on the same MIDI track.  In the event list, These many MIDI events, show as having different channels assigned to them. 

I'll give you an example of what this can cause using CC7. After many edits, it's possible to have CC7 events on different MIDI channels but on the same MIDI track.  In that case, when using single lane controller view in the PRV, you can only view the CC7's on one MIDI channel at a time.  You may not even be aware of CC7s on other channels in the same track because they will not display until you change the channel field in the PRV controller lane.

The solution is to change the channel of all MIDI events of a given track to match the MIDI channel assigned to the track itself as set in the inspector.  However, changing all those channels manually can be a chore.

Fortunately, there are a few easier ways to do this.

You can use the Process | find change to change all the MIDI channels of the MIDI events in the selected track to match the MIDI channel assigned to the track itself.

You can use the Event Inspector do to the above.

The above methods require you to check what channel your MIDI track is assigned to as shown by the MIDI track inspector.

With RechannelMIDI=1 in the Cakewalk.ini and performing a Bounce to Clip on selected tracks.  Before doing this, make sure the track's overall MIDI channel is not set to "none"

However, I may be barking up the wrong tree with the above explanation, but I hope it helps a little

Hi and thanks promidi.  Close but no cigar! 
 
All note (note events) are listed as being in channel 1 even though they are actually on different tracks that address different channels.  Mentioning CC envelopes seemed to have clouded the issue.  I mentioned them simply because they are in the correct channel thereby bringing to my attention that something wasn't right with the note events.
 

 
As you can see:  This is an inset of my event list for track 3.  All CCs are in track 3 on Channel 3.  All notes are are in track 3 on channel 1.  When I input the CCs in "insert/Series of controllers" I got a drop down menu to choose the midi channel; when I input the notes, I didn't.  My questions:  Are these notes supposed to be in MIDI channel 1?.  Or, does this channel column relate to the physical output of my sound device which is in this case, is stereo outputs 1&2?  Or, does that have nothing to do with it?  To quote "Apollo 13", "I'm hearing 'shimmies and bangs' up there; it doesn't sound like instrumentation failure to me."  So, is this due to an error of mine that will lead to imminent disaster or is it a bug I should ignore?
 
 
 

What channel is your MIDI track set to?  If it is set to a channel from 1 to 16 (ie. not "none") then Sonar ignores the channel that the events on your track are set to and transmits on the MIDI track channel as shown by the MIDI track inspector.

If the MIDI track channel is set to none, then each event its transmitted on the channel that that event is set to as shown in event list.  In your example if the controllers on channel 3 and the notes on channel 1, there would be an issue if the following conditions exists.

Your synth (be it soft or Hardware) that this MIDI track is driving is set to receive on MIDI channel 1 only
Your MIDI track's MIDI channel is set to 'none'

If both conditions above exist, then the notes will trigger correctly because their MIDI channel, being 1, matches that of your synth.
However, the controller events would have no effect as their MIDI channel, being 3, does not match that of your synth.

Following me so far?

Now, if you set Your MIDI track's MIDI channel to 1 (or whatever your synth is set to receive on), the MIDI parameter of the MIDI events in your MIDI track are ignored and instead uses the channel as defined by your MIDI track.

Hope that make it a bit clearer.

So the issue is that you have note events in track 3 which has MIDI channel 3 selected as input that have MIDI channel 1 assigned, which is discordant with controller events which are assigned channel 3 in the same track. Where did you note events come from? Generally, in a standard MIDI file, the channel is part of the channel voice message. So a note on event, for example, will include the channel in addition to the note number and other data. A SONAR MIDI track that has been imported will retain the channel assignment from the original file, so that you can have different notes assigned to different channels within the same track if the imported file's notes were so assigned. The input channel selection on the SONAR track works as a filter modifying the input stream during recording. So that if one were recording from a controller set to broadcast notes on channel 1, one would expect no note events to be recorded in a track set to record events coming in on channel 3.
So one explanation is that the notes were recorded into the track from a controller broadcasting on channel 1 while the track input channel was set to Omni or channel 1 and then the input channel was subsequently changed to channel 3, with the channel 1 notes retaining their original channel data as is expected, Another is  that the notes were imported from a file in which they were originally assigned to channel 1 and retained that channel data which is also expected. Events like controller events that were added to the track by SONAR after the input channel was set to channel 3 would be expected to be assigned to channel 3. 


If you need to reassign the channel of all the events in your track to a different channel, you should be able to do so by using process>find/change to find all events with channel 1 and replace with channel 3.

I'm using Kontakt 5 and I input notes using Staff View and tidying up in Piano Roll.  I don't own a Keyboard.
 
Kontakt 5 is configured correctly:  Instrument 3 uses "Output: st.3" and the MIDI Channel in: "[A] 3"  - Port A (From Host) 3.  This is routed through the channel configuration to the stereo pair - 5/6.  There's the Midi Channel in option for "Omni"; I chose "[A] 3" instead.  "Omni" worked but sent the signal through both channels 1 and 3.
 
The MIDI tracks in Sonar are set up as follows:
Track 3's Channel settings:  "Input = Kontakt 5 - Omni"; "Output = 2-Kontakt 5"; "MIDI Channel = 3: Kontakt 5"; "Bank = none"; "Patch = None". 
 
For a while, I thought the track input "Omni" setting was the problem even though a Video on Youtube assured me it was correct.  In addition, I have tried setting the input to "Channel 3" instead of "Omni" but it made no difference - the notes still went to Channel 1 in "Event List".
 
I'm pulling my hair out here because this is a basic setup issue and I can't find any documentation for it.  I've tried every combination of setting Kontakt's 'MIDI in' to "Omni" OR "[A] 3", and Sonar's Track 3 input to "Omni" or "MIDI ch. 3"  and each combination puts notes in the Channel 1 column of my event lists and this applies to every track.
 
I really don't know where to go next.

If I have understood your post correctly, your synths are playing back correctly and responding to control changes as they should. The issue is entirely with event view channel data.
 
Sonar records the channel number setting of the incoming device regardless of the channel setting of the track it is recorded on. This is however overridden by the channel output setting of the track and will make no difference at all.
 
I realise you are not using a keyboard controller, so I have no answer as to why it happens. There is no good reason for it to happen with a keyboard either. It is just one of those long standing annoying quirks that makes no functional difference and can be ignored. The channel output setting is all that matters. 
 
Whilst it is unneccessary, FWIW if you save your project as a midi file type one then import/open that midi file, the channels will be correct in event view. Your VST synth settings however will not be saved in a midi file.

Thanks tenfoot.  I worked out that I could "fix" the issue by selecting each track and changing in "event inspector" the "channel 1" for each track to the appropriate track number.  However, it should not have occurred to begin with and I was concerned that some bad practices I may have adopted would doom me at a later stage.