midi settings won't transfer when converting to mp3

Sorry, I'm writing this answer again as my first suggestion was wrong. To answer your question fully, we need to know where you have applied the volume adjustments. Did you use Midi controller (CC7?) via Piano Roll View or did you use the mixer panel adjusting the soft synth? There are a range of mixing adjustments such as pan, volume and compression etc. that can be controlled separately to the midi information (and I am sure this would also include the metronome). If you are using the mixer panel, you need to first combine these with the midi to create a file that is the composite of both. You do this by creating a WAVE file of the project. In your Sonar project, select the tracks (and appropriate synths). Then using the menus at the top, select Edit / Bounce to Track. This will create the .wav file which you can then convert to MP3.
 
If you applied the volume adjustments via CC7, sorry, I very rarely use this and someone else will need to offer advice.