We show theoretically that feedback cooling of two levitated, interacting nanoparticles enables differential sensing of forces and the observation of stationary entanglement. The feedback drives the two particles into a stationary, nonthermal state which is susceptible to inhomogeneous force fields and which exhibits entanglement for sufficiently strong interparticle couplings. We predict that force-gradient sensing at the zepto-Newton per micron range is feasible and that entanglement due to the Coulomb interaction between charged particles can be realistically observed in state-of-the-art setups.