rust showing through paint

knock em under the surface and fill with car body filler.

use oil based gloss, not water based

NT

Or any wood filler. Before you knock them under the surface, check what might be on the other end. Doing window frames last year, I found the nails lifted the paint on the inside when I knocked them from the outside. You might end up having to knock them through, snip the end off and then knock them back and fill both ends. Also fiddly were star shaped pins in the corners of the windows themselves: but they seem to be aluminium.

Use knotting and fill the holes with a non-water based filler.

As a matter of interest, what filler did you use before painting?

But I did use oil based primer and then oil based undercoat, so shouldn't these have been sufficient waterproofing?

I didn't. These are very small nails, pins you might call them, and I don't remember seeing them when I painted. They look so small I can't see what use they have. They are at the window edge of a bay window. So no, I didn't use filler, I just overpainted them. It looks as though I need to knock them deeper with a pin punch, fill, and overpaint.