Please:
 
a) Confirm your harmonizer does not take USB.
b) Confirm you ONLY have USB midi connected on A500 and computer
c) You have a single MIDI cable. MIDI out from your interface to the MIDI in of your harmonizer. All other MIDI cables removed.
 
Please send screenshots of your channel routing in Sonar and also your MIDI devices in Sonar preferences.
 
Cheers.

Alex, just so I understand.  Can't I use the A500pro to trigger the notes in my harmonizer without going into sonar? I used to have a BR1200cd. I used a Microkorg synth  (midi out) to my harmonizer. The audio went straight onto the Br1200cd. Can't I do the same thing here?

It should work by connecting MIDI cables between the A-PRO and the harmonizer. You play notes on the A-PRO keyboards, the MIDI signal goes into the harmonizer (via A-PRO MIDI Out) and add harmony in the device, then comes back into A-PRO (via A-PRO MIDI In) and goes into PC/SONAR (via USB). In this scenario, I think you need to select "A-PRO MIDI" from the MIDI track input. I don't use any hardware sound modules or effects so I can't test this, though.

> Alex, just so I understand.  Can't I use the A500pro to trigger the notes in my harmonizer without going into sonar?
 
Ah well these are Sonar forums so I was naturally assuming this was a Sonar question?
Answer is yes. A500 MIDI out, cable to harmonizer MIDI in. Make sure they are on the same channel. Forget about the PC.
Power your A500 off the adapter.
If you are sequencing with Sonar you  want to do avoid this, use Sonar to do the routing.

https://www.flickr.com/photos/8201508@N03/12686100835/sizes/h/in/photostream/
 
https://www.flickr.com/photos/8201508@N03/12686232043/sizes/h/in/photostream/
 
I hope this works. I can't post photos with Flickr anymore.

Have you checked to make sure you are using the same MIDI channel on both?
 

Yep, channel one. But I checked all the channels just in case.

Are you sure you can hear the audio output of the harmonizer?
i.e. headphones say...
Vocals are coming into the harmonizer OK?

I have Mic input into the back of the harmonizer and the output to my interface. I can get harmonies out of the harmonizer when I'm in key mode. Harmonies are generated by a selected key. But when I go to "Flexchord" where I choose the notes by chords on the keyboard I get nothing. I just can't get the A500pro to talk to the harmonizer.

On the APRO itself the output is set as channel 1?
On the harmonizer the input is set as channel 1?
 
Are you able to drag in a MIDI clip into sonar and loop it (effectively bypassing the APRO) and see if this will trigger the harmonizer?
 
Ta