I also had the same problem with CA. When I first started I got bare wood on the bulge of the curved barrel. I have almost perfected my technique with CA finish.
I use the technique shown by Dave at timberbits,
here, with some variations. I usually put on 20 coats of thin CA, sometimes a few more if the wood is very absorbent.
The CA I use is about water thin, some thin CAs are DNA thin. I also use an accelerator to make sure each coat has set, other wise you could be rubbing off the previous coat. Because I use a hand pump for the accelerator and get a thicker mist, I only spray every other coat. There is enough left on the surface to set the next coat. I don't drip the CA onto the wood, I apply 2 drops onto the paper towel. I use top part of towel for barrel and bottom part for cap, go through all 10, and re-use the backs for the next 10 coats (CA on the towels should be set by then). You'll need to customise your technique as changing the type/brand of CA or even the paper towel will change your results.
When I sand the CA I start with 800 wet and dry, wet sanding. I sand just enough to get an even dull finish. I sand with a 1" strip for about 5 seconds moving back and forth across the barrel/cap. I then stop, dry the barrel/cap and check for shiny or high spots. I will then sand those areas, stop, and check, until they are gone or very small. I will then cross sand, this gets rid of the last shiny bits.
I then wet sand with 1000, 1200, then through all the micro mesh grits. I only sand for 2-5 seconds for each grit. I only cross sand every 3rd grit (800, 1200, 2400, 4000, 12000). Then Brasso and car polish.
When sanding a curved barrel/cap, I spend less time on the bulge and try to angle the paper/pad to match the curve. The secret is to sand as little as possible.
I hope this helps. Keep trying as it will take a bit of time to get the knack.