Furniture geniuses, help me out? Something in between a stain and a paint?

So, I sanded out some rough spots on my coffee table, and then went to stain over them with a matching stain I had. Minwax Wood Finish is the product. It doesn't cover the bare wood areas AT ALL. Does this mean this is not a stain, but some other kind of finish, perhaps a paint, or varnish? You can see the grain of the wood through the finish, leading me to believe it was a stain, but possibly this is fake?? My Dad says to try sanding more, working from coarse to super fine sandpaper, that perhaps area is still too rough to absorb stain. I really don't want to fork it up any worse. A lady last night said to get an acrylic paint in a matching shade and apply an extremely thin coat to the bare spots. But should I sand more first, and is this even sound advice? CALLING ALL WOOD ANGELS!! HEEEEEELP!! I have to fix it before my husband gets home from out of town and beats me. Just kidding.Furniture geniuses, help me out? Something in between a stain and a paint?
My GUESS is that it's MDF, and the glue prevents the stain from penetrating. Use a gel stain and do the whole thing.Furniture geniuses, help me out? Something in between a stain and a paint?
First of all, don't you dare put down any paint on that table ~ you will ruin it for sure.





Next, can you explain a little more clearly what you did? Is this a table with a clear finish already on it? (ie, it has a shine over the stain?) or is this a rough hewn table that had stain directly applied to it? And, did you strip and sand the entire surface, or did you just sand down the rough spots, and left the rest alone?