I am a novice turner.  I have turned some wood that seems to be impossible to sand completely smoothly.  The wood is purpleheart, blackwood, and buckeye burl.  While the other wood — maple, cocobola, ash, magnolia, hickory, sycamore, rosewood, mesquite, to name a few — I turn can be sanded to a completely smooth state, these three woods pit as I sand them.  If I sand out the pitting in one place, it appears in another place (I sand while the lathe is turning at low speed).  Am I doing something wrong or is this just a property of the wood?  Is there anything I can do to overcome the problem?  Is there a particular kind of finish I should use to compensate for the problem?

Further, the buckeye burl, which is very light in weight, retains the sawdust in the grain as it’s sanded.  I’ve tried blowing it out with compressed air or removing it with tack cloth, but neither gets even most of it, much less all of it.  How do I get the sawdust out so the wood sheen won’t appear dull?  Is this a finishing problem as well?