From the SM web site it looks like they intend for the filler to go on first, then finish. I think that is true of most fillers. The exception, in my experience (which is, admittedly, limited) is that only clear fillers, like AquaCoat Clear work over stain. ColorTone says it is stainable, as does Timbermate (which I have not used, but others here have).
It's worth testing since some filler/stain combos stain better than others. Also, it may depend on what you stain with, and how you do it. Some take stain like wood. Others block stain from penetrating.
The other thing to think about is that ColorTone is water based. If you wipe/brush a water based product over it, you may reactivate and "pull" the filler. This is less of an issue if your next cap is sprayed on or something other than Water-based.