Short of replacing the trim, I think painting is the only option.

However, I have no experience with gel stains(which are simply a modified paint). If you want darker colored trim, the gel stain route may work. If you want lighter colors, I think only paint will work.

Try a gel stain, but you will need to use a finish recommended by the stain maker.

If you have to paint(and I hope the trim wood is not oak or ash), first prime with Zinsser BIN primer and then with any color/type paint you wish. The BIN will make any paint adhere to it and the BIN will stick to even shiny surfaces.

FWIW, if you Google the words "stainable wood filler forum" you'll see that your experience is typical. Almost nobody seems to recommend the stuff except the manufacturers.

I have been told if it did not take stain, it will not take paint; True?

No, not true. Not even a little true. Don't take any more finishing advice from whomever told you this.

Other than what others have suggested, I can't add anything here that might help.

All these fillers seal any wood fiber they come in contact with...and that is the root of the problem; bad product design is what it is. The wood fillers made for flooring work don't exhibit these sealing characteristics, although I usually wait until the wood is sealed before filling holes, gaps and splits; allows me to color the filler for an exact match.

The Zinsser BIN primer is shellac based. It is an excellent binder coat as it will stick to just about anything and anything will stick to it.

The only kind of putty that will take stain is the stuff that comes as a powder and requires you to mix in the actual stain. This stuff works well with pigmented stain. If you are using a natural color stain, the powder putty will end up looking yellow. Natural stains enhance the color of the wood without adding pigment. It is nearly impossible to get putty to work with natural stain. It will never look like the wood.

If you are using a natural or light pigmented stain, I recommend staining and finishing prior to filling the holes. Once you see the final color of the wood it is much easier to match the putty color. I use the wax pencils. Selecting two colors that are close to the color of my work piece, I pinch off the tips of the wax pencils and knead the two similar colors into a new color that matches perfectly. Force the dough into the nail hole with a slight twisting action to fill the void to the surface. Use a lint free cloth to buff away any residual wax from the surface. The nail holes will only be visible to you.

Either Mohawk fill sticks or the putty designed for wood flooring.

I like the putty since it is more easily mixed than the sticks.

Finish, then make matching filler.

None of the 'stainable' filler putties act like wood.

Even wood dust and hide glue only works well with dye, not pigment stains (unless you seal every little spot with shellac before coloring).

If you are willing to do touch up work, then apply another layer of clear top coat you might be able to salvage the trim without painting.

It takes a lot of work to sand molding uniformly without rounding over the detail.

whoa! before you go painting your wood, I have a suggestion. now, I agree wood fillers are hard to work with but it can be done. try wet sanding. dip a small piece of 220 grit sand paper in the stain you're using and rubbing it lightly over your wood filler, it might not look PERFECT, but, it wont hurt to try this before you turn to paint. sand paper is cheap and you already have the stain

Use a wet sponge and a scrubby. The stuff is water based. Perhaps some denatured alcohol. If that fails then some acetone and steel wool will get it out of the wood so you won't have spots. I really prefer to fill holes with wax filler after finishing.
Casey

I don't mean to pile on, but you have learned some valuable lessons:

1. Test before you do. Run a complete sample board before committing a finish schedule to your project.

2. Are wood fillers "stainable?" Yes. Do they look like the surrounding wood? No. Do they take stain the same as the surrounding wood? No. Heck, even different boards or different parts of the same board can take stain differently.

3. Filling nail holes is best after finishing or as the penultimate step in finishing. It's easier to match a finish when it is done or nearly done than before you start staining and finishing.

4. "When you find yourself in a hole, the first thing to do is stop digging." - Will Rogers When you first observed uneven staining, that would have been a good time to stop.

5. "Good decisions from from experience, and a lot of experience comes from bad decisions." - Will Rogers

I agree with some of the above posters, try wet-sanding with stain to see if you can get the sealed wood to accept more color. Alternately, you can try touch up techniques of drawing in grain lines and padding or spraying a little more color on. For a couple of spots the latter is more feasible than for a whole room, though.

I occasionally use Elmer's fillers in various colors for small damaged spots. I further try to conceal it by using Prismatic artists' pencils to faux in graining and tweak the color. I avoid it in ring porous wood such as oak and ash, as the filler tends to fill the grain pores too much.

Here is a link that might be useful: methods to try to correct

FILLERS ARE EITHER APPLIED UNDER OR OVER THE TOP CLEAR COAT. WHEN USING THE UNDER VERSION YOU STAIN YOUR WOOD THEN APPLY CLOSEST MATCHING WOOD FILLER TO NAIL HOLES, LET DRY AND TOUCH UP NAIL HOLES WITH STAIN OR EVEN A MATCHING PAINT THAT HAS BEEN DILUTED BY ATLEAST 50%, THEN APPLY CLEAR COAT. THE OTHER VERSION OF APPLYLING PUTTY OVER CLEAR COAT IS NOT RECOMMENED IN TRAFFIC AREAS. SOMETIMES WHEN MAKING FURNITURE OR CABINETRY I USE PAINT INSTEAD OF
STAIN BECAUSE OF DIFFERET TYPES OF WOOD DONT STAIN THE SAME BUT PAINT THE SAME.

What kind of wood is your trim?
I see two pieces of advice you got that are very good.
1. You need to clean the filler out of the wood and Casey's advice is how to do it. Wax stick is also a good filler. Finish the wood first and let it dry for a couple of days. Then to fill the nail holes, use a piece of painters tape and put a nail through it. Then put the nail in the nail hole and apply the tape. Remove the nail and fill the hole with waxed stick the color of the finish. Burnish, and remove the tape. Apply a spot of finish on the dot. This way the filler only goes in the hole.
2. Take Bobsmyuncle's advice and pratice on a LARGE piece of trim. Not a little piece of trim.
Let us know what you do and how it comes out.