My method for finishing a Holly turning is to use several coats of a thin CA glue before the final sanding. After that is complete I use a product called Shella Wax. (Shella Wax products are available from Woodcraft and they are a little costly but well worth the result.) The first is a paste with extremely fine grit which I apply with a soft cotton cloth. After several applications, I use the second Shella Wax product which is a liquid friction wax. I use anywhere from 4 to 6 coats, letting the heat build up until it's almost too hot to touch. What results is a shine which is somewhere between glossy and semi-glossy.
It has been my experience that many woods will naturally darken with exposure to ultraviolet light. As far as I know there is no way to stop that from happening. Hand oils and dirt will also darken the wood over time. To make the wood impervious to the oil and dirt you could finish the wood with 6 or 7 coats of CA glue and sanding down to a 12,000 grit. This finish is super shiny but extremely strong.