Hi again, I have now got following reply from Cakewal Support Center:
"At the moment, the local help (.chm) file is not yet available for Sonar, which is why pressing F1 still redirects to the online documentation, even when "Always use Local Help" is checked. This is a known limitation, and we're actively working on resolving it for a future update.
For now, we recommend using the Cakewalk Sonar Reference Guide (PDF) as a reliable offline alternative. You can also bookmark it or download a local copy for convenience."
PS. I just tested a work around by copying the Cakewalk.chm file from my CbB installation into the Sonar root folder and renamed it to Sonar.chm and now the F1 is opening this help file instead of the Sonar online web version. Most functions are the same so while wating for the Sonar.chm help file, this fix - in combination with the Sonar Reference Guide (pdf) - is sufficient for me for now.