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Two things....
Danish oil contains an amount of volatile solvents and these may take longer to evaporate in the relatively higher autumn humidities.
I usually cut the first coat with white spirtit, 4 parts oil to 1 part white spirit. New wood will drink this, especially end grain, but best to rag off any excess after a while.
Danish oil tends to settle out in the bottom of the tin over time, even with vigorous shaking. If it's an old tin, you may have settled out stock in the bottom with more oil and disolved solids and less solvents. You end up with a thicker soup at the bottom.
Tip: Put a few screws or small bolts in the tin when it's first opened. The rattling effect when you shake the tin breaks up any thick accumulations at the bottom.
If it's still tacky, I suggest ragging it all over with white spirit to disolve anything that isn't going to dry and chuck the tin you are using. Start again with fresh oil..... and a few screws.
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