IMHO "in the wood" finishes are a fantasy. The only place a finish can get below the surface is in the pores and then it only goes in a few thou. unless you use something like vacuum-pressure impregnation. By the time the solvents evaporate, the remaining resin solids have shrunk and there is even less penetration.

Wood stabilization applicators use a liquid polymer resin that is close to 100% solids and is applied in a vacuum-pressure tank. They can get essentially total fill of all voids with the liquid that does not shrink as it cures. That's about as "in the wood" as you can get, but is a bit beyond the reach of most hobbyists.

The "sanded in" technique is the best I have ever found for pore filling. A thin final layer of finish on top gives what most people call "in the wood", but really isn't.

OB