Here's the relevant excerpt from the Hauptwerk user guide (pages 182-183 in the current v4.2.1 version):
You must only have one instance of the Hauptwerk plug-in loaded within your sequencer’s project, not separate Hauptwerk plug-in instances on separate tracks. Consult your sequencer’s documentation for how to achieve that. For example, in Cubase, you must load the Hauptwerk plug-in within Cubase’s instrument rack, and then set tracks to output to it via the instrument rack, rather than loading the plug-in directly within each track. In Logic Pro X you would insert the first track as a software instrument, then highlight the track and use ‘Track | Other | New track with next/same MIDI channel’ to create any desired additional tracks that use the same plug-in instance as the first track.
I don't have Sonar currently, but I would be extremely surprised if it didn't provide a similar means to route multiple sequencer tracks to a single plug-in instance, similar to Cubase and Logic.