I have filled the walls and sanded them, have put 2 coats of paint on the walls and still the patches show through. Why is this?
With the limited information you provide I must surmise a few particulars.
First you make no mention of a primer. A primer should always be applied to a patch material to prevent exactly what you describe.
Second, try painting from corner to corner and work diligently to not "dry roll." Dry rolling occurs when you try to stretch the coat of paint too far and apply the paint too thin. With a standard roller and an eight foot ceiling height, you should roll no more width than one and one half to two widths of your roller before loading the roller with more paint.