Just a thought regarding dyes — I haven't tried this, so experiment on scrap first: After the dye dries, spray on one or two very light coats of shellac as a sealer. When the shellac is dry you can apply an oil-based (or other) finish over it. The reason I suggest a light spraying, rather than brushing, is that alcohol is the solvent for shellac and some dyes are alcohol based. I've tried brushing and daubing shellac over wood stained with Fiebing's black leather dye, and the liquid shellac picks up the dye — there's just too much liquid present with these methods.
If you want to retain the color of the dyes without introducing a yellowish cast, I'd avoid oil-based finishes altogether and just spray with clear Krylon, which you can pick up at art supply (and probably other) stores.
Experiment on scrap and let us know what works.
Regards, John