You can either fill the open grain now, or add several extra coats of w-lox until you have a filled-in surface. Sapele is pretty porous and IMO benefits from filling with a grain filler such as pore-o-pac. You will need to tint it too.
You aren't staining so conditioner serves no purpose.
Casey

Thanks, Casey. With my douglas fir windows & doors, I was advised to use Benite whether or not I was staining. Didn't think that was needed with sapele, though -- glad to hear it from an experienced woodworker.

My husband plans to sand the sapele again and use the sawdust as the wood filler, making a 'dough' with it like they do with floors.

I don't think that's gonna work too well. Gaps and nail holes in floors are a lot bigger than pores in sapele.