John Vere

I don’t use midi volume. I use either the volume control of the instruments GUI or the instrument track Gain. My volume sliders stay at unity unless the track gets automated. Things are always plenty loud and most times it’s a matter of turning track gain down so they are around-10db to -6db. 

Tutorial # 17 shows how
 

It seems Cakewalk calls it Start.  But references to Zero are included as RTZ ( return to zero ) 
 Now time Displays "0"  in all formats

M:B:T is the only one that 1:01:00 is equal to Zero (0) 

 
In the documentation it seems to always call this Start and then (RTZ) in brackets.  
 

The tool tip box shows " Go to Start"  

Apparently not according to some older threads on the topic. The only solution recommended was a Control surface. 

Just a heads up Jeff. I don’t think you’ll find a video regarding sound fonts as they are from 2 decades ago and videos made on computers were not as accessible as they are now. 
What is the sound you’re after? Possibly someone here can direct you to a free VST that produces the same sound.  Sort of why nobody uses Sound fonts anymore they were kinda lame like the sounds in the TTS-1 

When you hold the smart tool in the middle of the top of a note blob in PVR the velocity tool opens and you can drag  it up or down. 
It’s really important to understand how velocity interacts with each VST. Velocity is all about making midi more realistic by changing the timber or sample to reflect how real instruments respond to being played hard or soft. 
This is much easier to manage by using a good quality controller. 

First I’m a bit confused by this 
This seems terribly wrong to me. Turning down gain or level has never changed the quality of the sound in my 60 years of audio.  It’s common knowledge that loud always sounds better but quiet  is just quiet  and there definitely should not be distorted sound as you reduce level. 
 
The better quality VST instruments are louder because they use samples that are optimized. 
I have never used the instrument channel gain on a VST. I always use the one supplied in it GUI. I set that so the loudest output is showing between -14db to  -8db on the meter. I then use the instrument track ( this is an audio track) to fine tune using the fader. This is also where I will use automation. I avoid using midi tracks to adjust level. There's no point in this as when you end up replacing the Instrument all will change anyhow. 
With midi data I do pay attention to velocities as each VST might respond differently. Velocity is for timber not volume . Example a piano will sound harsh at full velocity.  I find it's important to find the right velocity. Example if I use Ample or SI bass they seem best at 100 to no more than 110. 
Midi is the safest way to save projects as it has proven to be long lived and future proof. There’s always going to be better VST instruments to use. 
I have never needed to bounce midi to audio. As a matter of fact I do the exact opposite and convert audio to midi for a safety copy of all my projects. 
 
 

Go to the PVR views menu and check show controller pane. Then the velocity line will be down there instead of in the main view 

Yes Anvil is a great old simple sequencer. I’ve used it lots to find stuff that Cakewalk event list seems to miss.  
 
But you need each midi track using it’s own channel or that will happen. And the limit is 16. 
 
The Tts1 is a good tool to use for testing midi files. If the project plays properly with it then your midi file will play on all GM devices 

Looks like you need to install Dim Pro. When they are in brackets that tells you they are not available. 

This is most likely due to you have a midi loopback happening. The VST instrument is set to output midi data. You can disable that in the VST setting,  but the best way is to go into Preferences/ Midi/ Devices and uncheck all outputs. 
It's a good idea to give us more information about your set up for trouble shooting so I'm having to assume your using a USB keyboard controller. 
 
 

If Zoom is like OSB studio what I had to do was set Cakewalk to WASAPI shared mode to get it to work. BUT- and I see you are lucky because your Focusrite seems to have a loopback channel. 
Once I figured that out I now have both my live mike and Cakewalks playback into OSB and I can use ASIO.  Not sure why this works but otherwise like you my mike worked but no Cakewalk playback. 
I had to choose the Loopback channel as one of the input sources in OSB. 
By the way,  your buffer setting seems a little high. I use 256.  
Also make sure all your settings are using the same sample rate. either 44.1 or 48.. even check in Windows sound settings because that is what Zoom probably uses. 
Oh and get rid of asio4all. You really don't need it because we now have WASAPI as a better alternative for on board audio. Always use ASIO with the Focusrite and use WASAPI shared with your on board if you turn off the Focusrite. asio4all can sometime interfere with stuff like this. 

In my signature is a link to my tutorials and I have a whole series on using midi files. 

All you have to do is log on to Command center. You can then install most of the plug ins that came with the older versions.  Most have there own installers and activation codes so no need to even install X3. 
You really should have all those backed up anyway as there's  $1,000's worth of stuff well worth keeping safe. When Gibson shut down  most of us made backups of everything including all the serial numbers etc.  All you're Cakewalk products should still be accessible from the old Web site  https://www.cakewalk.com/My-Account
You don't need the disk but you can still use them. Log in and go to My Products. If you can't log in Support here will help you with that still. 
This is a list of all included plug ins- a user created. 
https://www.dropbox.com/s/fa9totrruxnlmvq/Sonar_Plugins_3 to X3.xlsx?dl=0
https://www.cakewalk.com/Documentation?product=SONAR&language=3&help=Plug-ins.1.html
It is recommended you start with the oldest version and work your way forward. Myself I have never done this and had no issues at all. I just wait till the day I needed something and run the installer for that version  bare bones. Uncheck everything but the one plug in I need. The Software takes up very little room. But the items I mentioned all have separate installers and for me I have back ups of the old Command Center download folder so I just install Command center and before I run it, I copy every thing into that folder. This saves re-downloading the files so is fast.  
Here's the link to the videos-
https://sites.google.com/view/cactus-studios/cakewalk-videos
 
 

You would have had a audio clip highlighted. You need to find it and render or bounce to clip. 
All clips that have or had Melodyne applied will say that in the clip I’d text   The thing that normally says record 33. Etc.

What buffer settings are you using. 256 should work for your system. Are you using the ASIO driver?