LOTS of people use sand in our climate. However, if it isn't kept completely dry, it will stink to high heaven. Sometimes it starts to stink even when kept dry. I have a covered run, and was using sand for the first few months that my pullets were outdoors (and prior to allowing them to free...
I'm not in Ohio, but I'm in Michigan, so similar climate (ish)... My run went from sand to pine shavings to cypress mulch. The mulch has been the best by far!
It's all about what works for you! If you post pics of your setup, people may be better able to advise based on the specifics. (Like is...