Hi
Selecting a patch in SONAR (or any other DAW) will send the Bank Select and Program Change events to Genos only, nothing else. It is not that SOME effect settings are missing, ALL settings that are defined in the Voice Set are missing. BTW the same situation applies when you select a voice in the onboard Song Recorder, the Voice is changed ONLY, without any controller/effect settings. Be assured that there are lot of Control Changes / Sysex Events in those Voice Sets, so you will have a hard time programming these manually.
In contrast, if you record a song using the onboard Song Recorder, ALL of the settings will be written to the Song file. Therefore I strongly recommend that you use the onboard Song Recorder to record your song, then load it into Sonar and do the required editing.
If you're not happy to multitrack your song completely using the onboard sequencer, you could create a MIDI file template that contains the setup events for all channels you want to use. Just record a single note on each channel using the Genos voice desired for this channel. Save the file, import it into SONAR, then delete the single notes. Now record your tracks as you wish.