First of all, your hamster is gorgeous! Very similar colouring to my boy Palladium
I have found dwarfs prone to building multiple nests and moving between them at will; Carbon sometimes rotates between 2 or three nests within the space of a day! Sleeping in the sand bath has been pretty common with all three of my dwarfs so far, especially in hotter weather. They have also all been big fans of digging in sand and with the exception of when Cadmium was a little old lady and I switched her over to dishes for accessibility, I find cookie jars go down really well, or deep trays - but jars tend to contain the sand better. You can buy them in ikea for 1.50 I think (I can hunt down the product name if you're interested.)
I've also found that younger hamsters (particularly dwarf hams) can be unpredictable in their sleeping patterns until they get older. Carbon is the only one I haven't had that with and he was 9mnths when I got him, so don't worry too much. I do find that they're more likely to come out if it's not really bright, so if you can dim the lights or put a lamp on instead, that might help