I'm using the play sand from Home Depot. But any clean dry sand is good for the manure box.
I don't know about using the paper in the nest box. That may be fine. My pullet hardly makes any mess in there. But I've been using straw for that because she didn't like the pine shavings when I tried...
Well it could become a fly attracting mess if you don't clean it often. And if your chicks are like mine they will walk in it and get it stuck to their feet when it gets wet or dirty. Be sure it's the paper without print on it or the black ink will be a mess too.
Personaly I like sand for...