Glad you got it working

Glad it's working, but having multiple midi inputs working should work and be not problem.  So after you go to Preferences>Midi and check the box enabling both midi devices, you also have to select "All Inputs" and then "Omni" on each midi track.  Do this after you select all your midi devices so Sonar is recognizing the different midi devices.  My guess is you are not selecting "All Inputs" on your midi tracks after enabling the midi devices.
 
That should make your life easier!  Good Luck.
 
 

Selecting the relevant controller and, if necessary, the channel it is on in a MIDI track’s input pulldown should do the trick.

“All inputs” can be problematic if as well as controllers you have MIDI hardware or plugins that transmit MIDI.

I have 4 midi devices and they are always available in the midi track input list. 
3 are USB midi and 1 via my interfaces Midi port. 
I had never thought to use the " all inputs" to have 2 devices inputting. Not that I can think of a reason to do this for me. Both my controllers have the mod wheel and pitch wheel and both can be re assigned. 
Not sure what happens if I bend a mod wheel while playing my DTTX drum kit? Now you got me curious. 

Go for it Johnny!!