Well, looks like the problem was solved while I was typing this...
Did you try what I suggested in post #13? That's the easiest set up and it should work. Let me explain a bit more.
When you play the keyboard or use the pitch bend bar on the A-Pro, the note, pitch bend, after touch data, etc. are transmitted from the A-Pro BOTH to your PC (via USB's "A-Pro 1" port) and to the harmonizer (via MIDI) by default. And when you tweak the knobs, sliders, buttons, etc. on the A-Pro, these controller data are transmitted to your PC (via USB's "A-Pro 2" port) by default. This is why you need to choose "A-Pro 2" for input port in the control surface plugin and the A-Pro Editor (but you don't seem to have the need to control Sonar's track volume fader, pan, etc. using A-Pro's sliders and pans, so you can forget about this A-Pro 2 port for now).
The note information transmitted to the harmonizer via a MIDI cable generates harmony in the device (and if it's not working, it's an issue in the harmonizer because, if you have done the A-Pro factory reset, A-Pro's MIDI channel defaults to 1 and A-Pro transmits data via the MIDI cable to another device without fail). Now, the harmony generated in the harmonizer and the original 'dry' midi signal should be transmitted from the device EITHER to your interface OR back to A-Pro, and I'm suggesting the latter for better cable management :-)
So, now the dry signal (notes you played) and the wet signal (harmony generated) are both flowing (back) into A-Pro, and they go straight into your PC via USB's "A-PRO MIDI" port (yes, the single USB cable has three ports: A-PRO1, A-PRO2 and A-PRO MIDI).
What you need to do now is decide which port you should select from the MIDI track's input. I see in your screenshot that you've selected "A-PRO1," but, as I said, only the dry signal you played on the keyboard comes into the track via A-PRO1. Instead, if you choose "A-PRO MIDI" from the tracks input drop-down, both the dry and wet signals transmitted from the harmonizer should flow into the track.
So, to summarize, don't use an AC adapter, use just one USB cable (between A-Pro and PC) and only two MIDI cables (between A-Pro and harmonizer).