Fresh paper is best. A new or fresh piece every time you commence another sanding task.
A habit that I have also developed at all grit levels which works for me (as I typically work outside in the shade so I have lots of natural ventilation) is sand until the paper appears near "full" which often only takes anywhere between 10 to 30 seconds, and then hit both the paper and the work with compressed air to blow away the dust. Typically I use 100PSI. The result is I can see and therefore know exactly how far I have sanded on the work, and when I restart sanding there are nil bits of grit on my paper to cause weird scratch marks on the work. Sanding dust will fill any grooves or holes in the work thus obscuring what you have not sanded. Getting rid of that dust ASAP means you know exactly where you are on your sanding job.
As for the colour. You are so right there Ozzbike. Multiple applications of the same colour will intensify it and then deepen it, if that is what you want. Sometimes a particular work will refuse to accept a stain or dye, other jobs will soak it in like a thirsty sponge. Either way the beauty of using dyes and stains is with most like the U-Beaut range you can continue to rework them until you get the pattern or colour and/or depth that you want on that build. And typically when they are still wet from the dye or stain they will reasonably approximate how they will look once a clear coat is applied some days later over the top.
Simply for reference here is a Tele body where I used Yellow and Blue Keda powder dyes over a sanded body that was once stained with professional Rosewood coloured furniture stain. The grain in the middle appears Red, and the Blue over the Rosewood on the edge gave me Purple, so in effect by using only three colours I sorta got a Rainbow....