Just thought I would throw in my thoughts. Forgive me if this is redundant to you.
The reason you are sanding through in some spots is because those are the high spots. The low spots are rough because they don't get sanded. of course I'm assuming you are using a sanding block and not just your hand, which will cause even more trouble...
You need to apply more high build primer and sand it flat with a block using 220/320 grit paper. You will need to apply more primer in a different color, or a light coat of a contrasting color until you knock down the high spots and fill the low spots. (called a guide coat)
I have found that if you tint the last coat of primer you can get an idea of how flat and smooth the body is since the tinted primer has a bit of a sheen to it. If it looks good then your final sanding must be with 600 paper wet before applying the top coat. (tinting with your top coat color will also help your top coat to cover quicker as well)
Sealer is not generally needed at this point, just clean with wax and grease remover, tack and spray.