I'd guess ( based on how I often record my CC:11 ) that you could just do a second pass and record only the slider movements of your keyboard. Make sure Sonar is not going to replace your original recording but add to it.
The CC will then show as an other clip on the same track. Enabling "show layers" helps. ( note that I'm using Sonar 4.0.2 and it might be called something else in your version )
You can also record the CC: to a separate track as long as that track is output to the same place the midi notes are output to.
Hey Steve, good to hear from you! How do you know cc11 is the cut-off filter midi command? According to the read-out on Stylus RMX, it is cc29 and emphasis (resonance) is cc28. I am talking about the Master Filter section here, not the power amp.
However, I'll give it a shot how you suggest and see how I get on.