Sanding is a poor way to strip a finish. It's likely you have not completely removed it and there remains enough finish within the wood surface to inhibit it taking much stain. This is exactly how the so-called "Wood Conditioners" work -- they are a highly dilute finish that you apply before stain.

Pigmented stains contain a small amount of "binder" - a resin of some sort (oil, varnish, lacquer, or acrylic, depending upon type) to hold the pigment in place until a finish coat covers it. If you use too many applications of stain, you can end up creating a weak film.

As I see it, you have a couple of options:

1. Use a chemical stripper to remove the stain you've applied and the residual finish. Then start over.

2. Apply a coat of finish, then use a gel stain as a glaze. A glaze is a colorant between coats of finish. Worst case, if this doesn't work, is go to option 1.

You might be tempted to use an "all-in-one" color and finish such as Polyshades. Resist this urge. It's very difficult to put this stuff on and get it looking even. Technically, it's a "toner" -- a finish with color in it. Toners really need to be sprayed very lightly in order to get them on evenly and to keep them from going opaque and looking like paint.

Thank you so much for your reply! Someone else had suggested Polyshades... and I almost went ahead with it against my better judgment. I am going to try your option 2. Thanks Again:)