I assume that's MIDI channel 0?
Now, while the binary encoding for the 16 MIDI channels is 0-15, everything that humans interact with - instruments, sequencers, interfaces - numbers the channels 1-16. So if the Arduino is set to channel 0 that should be showing up in Sonar as channel 1. You won't find Channel 0 as an available channel in Sonar (or any other DAW as far as I know).
For what it's worth, the loose convention is to use Channel 10 for drums. Though there's no need to, with the exception of making files to the General MIDI standard, which is something we needn't worry about here.
However, SD is quite possibly expecting to see MIDI on channel 10. TTS-1 can produce basic drum sounds, and that will expect drums to be on Channel 10. It might be easiest to set SD to channel 1 than reconfigure the "brain"...
The presence of "Wheel" events from a drum brain is a different matter. That is probably modulation wheel (standard thing on keyboards) data. If so it should be on Continuous Controller 1, or pitch bend information. It might just be that the MIDI programming in the Arduino sends that data for some reason, or it might be intended to detect how open or closed a hi-hat pedal is.
Greyed out notes in the event view probably indicates a MIDI channel mis-match. The data's there but not on the channel the track is set to play it on.