Hi all
Finally, after a long odyssey I have found out, how to produce stable and repeatable results with the combination SD1 and Sonar.
In this respect the following tipps do not claim to be the only way to work nor are they meant to be schoolmasterly. I just thought I might share it with the community after having read that others are struggling too. And the professionals amongst you might forgive me for publishing well-known knowledge, for me as a newbie it was a pain:

@Recording a midi file and carry it via diskette to Sonar
- If you record with the "Record" button and don't intend to modify this file in Sonar, ie just re-play it on SD1: this works fine.
- If you want this file to modify in Sonar don't use "Record". It might work fine, if only sounds of the sound bank 0 are used. If others are used, Sonar might add additional tracks, Sysex and program changes into existing tracks upon open / save. Such a file might produce strange sounds upon re-play.
- Instead of "Record" use the internal sequencer and you can change styles and sounds during recording. After recording press "demix" and you'll have all channels on different tracks. Such a file I could modify in Sonar and re-play on SD1 without any problems. Be sure to save it as midi format 0 (despite of the de-mixed tracks) otherwise you might get an error upon the attempt of re-playing it. My test-serie didn't show any difference, whether "GM sounds" was turned On or Off. One restriction remains: you can only use sounds of banks 0, 1 and 10. If using sounds of banks 11-14, the SD1 records a similar sound of bank 0, 1 or 10. There seems to be no way to access these sounds, even not with "GM sounds" off.

@Recording in Sonar via midi cables
- Despite the manual mentioning many times to connect a sequencer to Midi In 2 Ketron's help desk adviced to connect to Midi In 1. Be sure that F6 Midi / Utility Midi In 1 is set to GM (the mine wasn't). Midi In 2 is default set to "Keyboard" and used for another keyboard or accordion (which I use successfully).
- At this stage I would like to encourage you to define the instrument definitions for SD1, it's worth the 2 hours work! First of all it shows the correct sound names in the event view that the SD1 produced, second
you can insert at any point a program change with appropriate menue, amazing how that works! Again, define only sounds of the banks 0, 1 and 10, banks 11-14 are converted. Avoid the error I made: the bank / sound definitions in the manual under "Presets" are the wrong ones, you can't access the presets. Instead use the definitions under GM Sounds, bank 0, 1 and 10. As soon as I have defined all drum sounds I can mail the instrument definitions if somebody is interested in. Again save the file as midi file 0, despite of all tracks de-mixed (my template records every channel on a different track). As above it seems to make no difference, whether the option "GM sounds" in the internal sequencer is set to On or Off.

With above 2 ways I finally got compatible results: irrespective, whether recorded via diskette or cable and whether directly re-played over cable or diskette, the sounds are always as expected, same octave etc. a thing which was impossible before.

Btw a hotline staff told me, that he had similar troubles with an earlier CW version and an earlier Ketron Keyboard. I'm however not in a position to critizise anybody: it just was a lucky combination of a newbie, and some peculiarities of the KB and Sonar.
But I swear, I have been close to give up...

Hansruedi