I asked this very same question a few weeks ago and the response was firmly in support of the Liberon oil from Screwfix.
Previously i had trusted a brand that ‘does what it says on the tin’. It was a tin of stain and after 12 months it looked dreadful. Flaked off very easily.
This time i have gone for the Liberon oil from Screwfix. It is more expensive (5 litres cost about £40) and depending on what colour you want then you need to order on line for next day collection. Obviously i wont know for at least 12 months whether the extra cash is worth it but it did go on easily and looks superb.
With regard to sawn edges they did soak up the oil a lot and were very slow to coat in comparison with the other surfaces. That said i guess the problem will be the same irrespective of the product applied.
Its probably also worth noting that the colour on the swatch on the side of tin is nothing like the real colour! I went for medium oak which looked quite orangy on the swatch but thankfully was a decent brown colour in real life.
I also used 2 coats on the vertical stuff but 3 coats on the actual decking. Hopefully that will help next winter.
Happy painting!