The only stains that will reliably penetrate finishes, at least the oil based varnish I use, are “spirit stains”. I have had good luck with the Pilkington stains. But mostly used them on walnut. They will work on CMPs service rifle stocks for example.
Or matching any two pieces of walnut.
As has been stated above. You have to stain first and get it right before finishing. Iron nitrate will sometimes penetrate if you add some denatured alcohol to it. But its iffy.
I had a stock years ago that had an area about the size of my hand that did not take for some reason. I recoated the area the next morning and it was fine

?. Stain, let dry, blush and examine. Its not terribly unusual to have a light area that simply is stubborn or will not darken like the rest of the stock and will stay a little pale and may not really show until finish is applied. My 50 cal swivel has a place on the wrist like this. Just an idiosyncrasy of wood. A natural oil finish is part of the coloring if its like the oil varnishes used back in the day. The Bridger Hawken in Helena is simply painted with brown vanish and no stain that I can determine. These were all heat modified dark oil finishes (unless a spirit varnish). The only “clear” Linseed was the very time consuming to make artists Sun bleached “stand oil” intended to be used to mix oil paint colors. This was far too expensive for a wood finish and if resins were added with heat, as they have to be, it would darken anyway. Clear wood finishes are a modern industrial varnish making invention.
I have almost never stain walnut, unless a repair or when two separate pieces don’t match. I don’t use Cherry (bu a friend and somewhat apprentice loves the stuff) or the various hammer handle woods, though I know they were used to some extent in some areas. So I use ferric nitrate on maple for the most part and I like at least some curl.