For wood steps do you stipulation to apply a waterproofing first and consequently a stain??
Answers: If you seal it first..after the stain will not penetrate the crumb at all... However as mentioned..in attendance are so many sealents presently that have the stain/color surrounded by them and it is all done at one budge...I recommend "cuprinol" which is the best on the market ..available at Sherwin Williams paint store...DO NOT USE THOMPSONS WATER SEAL...it is the worst sealer on the marketplace..and when you need to go back over it or retreat it...it does not "take" at all so you will be stuck beside what you have unless you want to try to totally strip it..any REAL painter..will describe you..stay away from thompsons!!
http://www.cuprinol.co.uk/products/produ...
There are some products (UK) which both stain and protect the wood in one dance although you may have to apply two coats.
Sadolin or Ronseal will pass a professional finish with minimal try although you will need to confer your wood a sanding first, importantly they can be over painted confidently when you need to recoat within a couple of years. good luck