Use a scraper to remove sap and Turpentine to remove the residue or power-washer. The splinter you can break it off and use an exterior filler to level the surface or use a quick set epoxy glue it down and sand it lightly.

The reason the sap is coming out is because the wood contains natural sap especially most of the pressure treated lumber is made from southern yellow pine, when the boards heat up from the sun the sap expands and finds its way out of the wood.

Good luck