Here in NC, sand does freeze hard enough to damage legs when our chickens fly down from a tree or a 3' high roost. Could be because of the humidity, too. 3" of rain will turn some areas of sand into injurious hard pack and other areas just seeps through quickly and it's dusty old sand again.
All of our coops/pens/runs go down to NC sand at this property. We are slowly changing the sand to loamy, forest floor type that can be removed as necessary for the garden, trees, shrubs. Love my composting chickens! Even use shredded paper/cardboard as bedding - it's FREE.
The sand here (both natural and any that is hauled in for coops/runs) seems to get very stinky very fast - if used alone w/o any bedding. It doesn't matter how much you clean the poop out of it. I couldn't handle that -

.
Still trying to wrap my head around using ground stone on the coop plywood floor before using bedding. Wonder - is it actually DE? If not, how does the stone dust work to combat mites? The same way plain sand would (better with DE, wood ash mixed in)? How is it not dusty - when they take a dust bath and fling it about? Not upset, just curious & scratching my head...

and if wood shavings cost a lot in your area, why not use other natural materials?