Try a 2K Urethane primer. You can get it in "rattle" cans.
As soon as you said you used a rust preventative paint I knew you were in trouble. Great stuff and I use it a lot but it has its place and exterior body work isn't it. As you noticed it's almost impossible to sand smooth and in fact, by sanding it you removed its rust preventative properties.
The rattle-can urethane 2K primer is available from Eastwood and other sources. It's pricey, $25 USD or so per can, so unless you've got a reasonably large area to cover, not exactly cost effective. Once you mix it you've only got a day to use it before the mixture hardens inside the can.
https://www.youtube.com/watch?time_continue=54&v=JeeWzI2iZZk