Having another look at this problem I think Ive missed one key stage. I should have sanded the veneer after application to get it as smooth as possible FIRST, before doing anything else to it. I think what I had hoped would be achieved by grain fill is just unrealistic with some of the dramatic structures in this veneer. My attempts to do so after the sealer have required me to sand far too deep, thus removing the stain. I don't know how I missed this.
Again, the perfectionist in me has once more sanded off the veneer and started again
So now I will apply the veneer, sand smoothly as best I can without going through the veneer, water based stain - simply because I prefer the colour, cellulose sealer as smoothly applied as I can, and barely sanding at all before starting to build up lacquer coats. Again, VERY light sanding until I have built up enough layers. I hope this finally will achieve what I want!