If you're going to have a natural/stained/sunburst finish you need to get down to the wood. It doesn't matter whether the white is filler, sealer, paint whatever, you need to have plain wood if you're going to stain it. It's difficult to tell what you've got but I'm sure that you can tell what is wood & what isn't? the wood will be UNDER the finish...so if you're sanding back & you reveal another layer of colour you've obviously not sanded enough, correct? You can't sand through the wood to a layer of white, red or anything else...unless you've sanded through the entire body.
You can apply stain by mixing it with laquer but you still want a flat, even surface first. So you need to remove any colour spots from the wood.