I use midi and cakewalk (sonar) since 1 year.
I not undertand all but I say you:
- sounds called VOICE in the SD-1 are multiple layer 1,2,3 or 4 of GM sounds, played simultaneous, with different volume panoramic velocity... for exemple the PIANO sound in the SD-1 use 3 GM sounds : Piano 1, Piano 2 panned each one, one side, and in the extrem bass, a sound called Sub bass. When you press a SD-1 key, you play 3 sounds simultenous and in a midi environment, It send in 3 midi chanels : ch 13, ch 14 and ch 15.
I dont know how play for exemple the piano sounds of SD-1 (3 chanels) plus the STRINGS sound (3 another chanels) and recall it in the cakewalk midifile.
In midi environement, use only GM sounds. patterns use them, midifiles use them...
but gm sounds are pour comparatively to SD1 VOICE PRESTS
But for you :

modifiy in the cakewalk property track the selection of back to CONTROLER 0 and all sound good.
I save my project in format of cakewalk not midi format. try this...