I don't use the Montage, but I have used the Kronos with Sonar for several years now.
The Kronos uses a driver supplied by Korg, and I have had no issues with it. Sonar sees the Kronos as a MIDI and audio device just like it sees any other similar device.
There is a free editor for the Kronos, but it's 32 bit and won't work on a 64 bit PC. (I forget if there's a free 64 bit editor for Mac.) I finally got tired of waiting for a free 64 bit editor, and bought the Midi Quest 11 Pro Editor ($369...yikes!), which works with many instruments, not just the Kronos.
What a joy to not have to squint at the small screen on the Kronos. I can now use the Kronos as a VSTi within Sonar. Other than the occasional random glitch it seems to work fine, and so far I have been able to do anything I want on the Kronos from within Sonar...switch modes, banks, combis, programs, scenes, GEs, change KARMA and other settings, etc. Having said that, I'm not a power user or an expert, or even close to that level.
I'm also not even a keyboard player. (I play guitar, although not so much since I broke my left wrist after slipping on ice 2 years ago.) My typical workflow for music production is to send some MIDI from Sonar to the Kronos (iow Kronos will play/sound the MIDI sent to it by Sonar), and audition various combis until something clicks. Then I make changes until I'm happy with the results, maybe editing the MIDI, changing to different programs or GEs along the way, and recording each timbre onto its own track in Sonar. I might also add some acid loops or whatever I think sounds good. Then it's mix/master time. It's actually far more involved than that, but I think you get the idea.
It's also possible to send MIDI from Sonar to the Kronos and at the same time record the MIDI thus generated by KARMA onto a separate track in Sonar. One can then use that MIDI as a new starting point, sending it back to the Kronos (edited or unedited) and seeing what it generates.
The Kronos is truly a wonder, and an awesome tool for music production. It's also very deep and sometimes inscrutable, at least to me.