First things first... Oily woods are not an issue, nor do they require special care other than that they are dry!!!! You will find that experienced bowyers have no issues with the so called oily woods. That is because they understand the importance of dry wood!
Yes, veneers can hold moisture for at least a short period of time and most all wood suppliers will tell you " dry? oh yeah, it has been air drying for quite some time." They don't know and most bowyer don't really either except that they have had it for a while on the shelf and by then, it is dry.
I have a state of the art moisture meter and it is still an educated guess. With veneer, it is worthless!
Osage shouldn't change color that quickly. I've personally never had an issue with it. find it to be exceptionally easy to work with.
Personally, I sand with 60 grit with oily woods, or 60 grit with non oily woods or 60 grit with soft woods, or 60 grit with … well you guessed it, any wood. Now if i'm going to stain, I use 120 but my butt puckers when I think about it...however the drying of the stain/alcohol does open the pores and I'm hoping accepts the glue better too.
This is what I do, not that it is the right thing to do, but it works for me...or has. Higher air pressure is only possibly an issue if you sand with finer sand paper. Generally, we press the crap out of them. Sure I have had an issue occasionally, but have rarely been able to track down the problem because they are obscure.
Good luck, BigJim