I'm with you Brando. I have used Cake products for 20 or so years (starting with Cakewalk 3 - not Sonar 3!).  
 
I have a handful of developers who seem to have not tested their gear on all the available DAWs.  
 
At an earlier phase in my life, I was an electronics engineer.  While I did analog, wrote tons of programs to support my work.  Small changes in an OS (here an IBM 370 vs a CDC Star 100) could make a program not port well to that second device.  And that was 30 years ago!!!!  
 
I used to run obelisk.  I had issues constantly with it.  
 
I have a lot of plugins (not quite 30x30, but approaching that!).  The number that do not work with Sonar is small.  I blame the plugin manufacturers.  

There are some strange replies here. Somehow user error are essentially always the problem, but bugs don't happen.
 
As a professional in the software industry for a few decades, it's rather alien, especially alien to exclude the possibility of bugs.
Especially when Cakewalk report monthly several bug fixes.
 
 
In my case it was impossible to have the project more simple or the routing of a plugin simpler, but I'm also thorough in making sure I'm not doing anything wrong, experience from the industry that I work in. I find and report bugs all the time.
 
 
The attitude towards other users is at times rather sad here.
 
Someone asked, I'm using Sonar Platinum and was at the time.
I'm a happy user and very satisfied in the progress Sonar has made since X3, especially in stability.
I actually owned a DOS version once, came with a Midi Cable for SB card. 

Unfortunately, none of the above seems to work. 
 
MIDI track into soft synth, soft synth into obelisk, obelisk into another midi track, second
midi track into soft synth.
 
 

frragnarsson
There are some strange replies here.

You said you very much doubted that it was the plugin. I asked why you presumed it was Sonar not the Computer Magazine demo plug-in you were using. You replied that you were a professional in the software industry. Is just the fact I questioned your expertise a "strange reply"? Nowhere did I suggest there are no bugs in SONAR. I've reported plenty and benefited from many bug fixes. Though I'm not a software professional (just an owner of a small studio) and clearly not as skilled as you in trouble shooting, I'm smart enough to not call something a bug without more to corroborate beyond what you have provided so far.
Oh - and my midi ARP VSTi's work. Have yourself a fine day.

They way I think about is: midi-track (typically cord or single note) -> arpeggiator -> soft synth (e.g. Zeta).
Since the VST-Arp is an instrument, you need to set input echo on it in order to feed the soft synth.
 
That being said, I have found the routing to be temperamental, and I think it has to with the auto-focus on tracks.