The best thing to do IMO is prime with the desired finish. Not another color primer or even transparent. Because the transparent will stay here and there and mess with the finish, you may not see if you have sanded it well or not. The Color primer will also go into the grain.

So what i do is prime with the desired finish. I do it fast, but not mess the whole surface, i try to stay only where needed. This closes the surface. Then use 2 component polyurethane -one layer if interior and dark color. Otherwise 2 layers. Then sand all. Then carefully using a sponge, not brush, finish the top surface with the desired color. Here i use Top quality 1 component polyurethane for wood , exterior . This paint is more expensive than the 2k paint, hydro resistant, Uv resistant and is warranted for 8 years exterior.