I got reaper integration working using midi loop and rearoute. While midi loop works in cakewalk, I could not get audio out back to cakewalk using rearoute.
Do you have some alternative way to get sound out before I will start search for WAV recorder plugin.
I replied to your thread on the Cakewalk forum
IIRC, there are a couple of threads about Rearoute there my guess is it would work but I have not tried using it myself.
I have used the VCV-Bridge plug-ins released with v0.6 with both v0.6 and v1 of VCV Rack. Until a VST version of VCV Rack is available, it is probably the best solution.
Links to VCV-Bridge are in An unofficial guide to the Rack v1 Changelog