Is there anything I can/should do to the damaged areas? Sap is running out of them ... is there something I can apply to stop this?

They normally survive if you catch it early, loosing some sap doesn't hurt it and trees are slowing down now..in about 2 weeks it's over and Yellow bellied sapsuckers are migrating south. I usually wrap chicken wire around, [loose].

Do the holes look like this?

Yes, the same kind of damage, but to a greater extent.

Then the pecker was on for a while, perhaps something like this, normally they don't damage trees this late of the year...tree is still alive today and scars grown over.

That looks sadly familiar, only they knocked all the bark off, too.

Last fall they were relentless on one of my Black Walnut trees, I kept thinking that they were going to leave soon, bad idea not doing anything. This tree had trouble healing over cut branches so had other issues. Come spring most of the tree never leafed out so I pulled it out of the ground. Found a few girdling roots that were starting to strangle the tree. This was a 1 foot tall tree when I planted it and I never checked the root system when I planted it.

I should add that the tree was about 11 feet tall when I yanked it out.

A video..

Wonder why it goes to pictures of Bill and Hillary Clinton right after a video of Yellow-bellied Sapsucker? Guess I'll refrain from further comment...

That's just random...no one sees the same thing.