I've been using weld through primer in one form or another for 25+ years.
I started using the cold galvanizing high zinc epoxy paint, which is a great corrosion inhibiting coating, but a lousy weld through primer. It was one of the first products I found that claimed to be a weld through primer. You could get it in quarts or spray, but the spray is best used in a short time frame, as you'll probably have trouble from the spray can. The fumes from welding this is nasty and toxic, due to the zinc so respiratory protection is required. Of course any welding should be done with protection.
Then I found 3M which is better, but it too is best used within a short time frame or you'll have trouble with the spray can. New or old, this paint doesn't go on real smooth and tends to sputter and leave a mottled texture. It doesn't seem as nasty when burning it, but it's still not good.
The next product I tried was Transtar, which is much cheaper than 3M. It goes on a little smoother, but I had trouble with one out of three cans clogging and not spraying well.
Finally I got some U-Pol Weld #2, and to quote Snoop Dog, this is the "shizzle". Sprays out great leaves a nice smooth paint like finish, and doesn't clog. Seems to burn through easier too.
I do clean off as much paint as I can on the weld bead areas. With GT style plates, I use a dental tool and scratch off all the wtp in the plug weld holes. It makes starting the weld bead much easier and makes it easier to get a smooth clean weld.
Price wise I found a deal on the U-Pol on eBay, which was about $24 a can. Twice the price of the much cheaper Transtar, but worth every penny.
I had some older GT plates that had a black "high deposit" coating, which welds like crap. I ended up media blasting that stuff off because it's a total PITA.
This is just my own experience, your mileage may vary