At this time there is no chemical that’s proven to work with paint or stain when added to it after bringing it home from your local paint supplier. There is a host of reasons why it doesn’t work even though the concept has been tried.  In the past there have been paints that included a pesticide attempting to accomplish what you want to do but none really worked well. For various reasons the concept just hasn’t been worked out chemically to where both seem to work together in harmony for any length of time or long term benefit. For the time being, it’s pretty obvious that a good paint job followed by a good chemial barrier sprayed over the paint is the best option when trying to stop carpenter bees from drilling holes. The liquid concentrate Cypermethrin is good at stopping the bees from drilling for several weeks. Treatments will last several weeks and in most cases will chase them away from your home