Walls and Ceilings - Ceiling imperfections

I just primed the ceiling with two coats of Bulls eye 123. After priming, I noticed surface unevenness at some places. I tried to sand using 220 grit, but no material came off. Is it wrong size grit? Or is it too late to sand after priming. I thought I could sand after priming. Is it correct?

Also is there any Primer that has better hiding than Bulls eye 123? I just want to avoid skim coating the whole ceiling and if there is a primer that is think that I can roll it, it could be easier

Thanks for your help

Sanding after priming is almost impossible to do easily. The primer bonds everything together (that's its job). Hopefully the imperfections aren't too unsightly.
You can roll 123, although it seems too "watery". It will cover just fine, as you have witnessed. Now, primer doesn't necessarily "cover up", it just forms a bonding surface.

Once paint is applied it is easier to skim coat the offending areas and then lightly sand the repair. 1 coat of primer is almost always sufficent, primer should always be top coated with a finish paint which may help the ceiling to look better.