I had to use woodfill on some dovetail joints, I sanded down the excess, yet there is still some covering the natural wood, that I didnm't scrape off well enough originally. It doesn't look good with the stain, any secrets or thoughts, I know I need to sand, but it just wonm't disappear!
About all I can say to do is to sand some more to remove the filler that is coating the wood. As far as coloring the filler that was needed to fill the void, generally any staining to filler has to be done before it cures. Not that I ever make any mistakes and leave voids in visible joints, but if I did, I would use CA glue and sawdust or epoxy and sawdust mixed together to fill them. Not invisible, but not quite as obvious as a wood filler, but of course, I don't know how I know that. Not much help to you now, but for future reference.
I had the same problem this weekend. I would love to do dovetails that were perfect, but...
I used Elmers filler in a tube. They caution against power sanding it, as I am guessing, the heat softens it and makes it gummy. Well I had more than filler to remove, given the state of my inept dovetails on White Ash (half blind using a cheap Woodstock jig). So I very carefully set it on my running 6" belt sander with 120 grit abrasive, and once I knew it was flat, applied significant pressure on the end with the doevtails and took it quickly down to flush, cutting fast enough to avoid a lot of heat. Then I ran the palm sander with 220 grit over it quickly to bring it back to stainable. Seemed to work well. Good luck with yours. One thing you will find is that fillers tend to clog the paper quickly, so as stated, you need fresh, sharp paper.
Since I often finish with shellac I like to use wood dust mixed with shellac as a filler for little gaps. As for hiding the filler you could try using some raw van dyke brown color (japan colors good for mixing paste wood fillers) applied with a small paintbrush, try to paint some grain lines to reflect the rest of the piece. Other colors or glazes can be used too.