If the sand was damp when you put it in the coop and hasn't dried out, yet, I'd say that's your problem. Normally, you'd want to start with dry sand. Can you do anything to help it dry out faster? Either open the coop up more, use a fan or take some of the sand out to dry in the sun? I think once you can get it dried out, it should be fine.
Deep litter uses an organic litter and is definitely managed to have some moisture in it. Litter that is too dry can be dusty, which is bad. Litter that is too dry won't compost in the coop. Litter that is too wet will be stinky. Litter that has an imbalance between the carbon in the shavings (too little) and the high nitrogen chicken poop (too much) will be stinky.
In a deep litter coop, unless you have a water leak somewhere, if a coop is stinky, you either need to add more shavings on top or stir up litter from the bottom, if you started with an extra deep amount of litter, instead of doing the layer method. Eventually, even the deep litter coops that aren't started with the layer method need more litter added. Deep litter coops are usually cleared out yearly, in the spring.
In a non-deep litter coop with organic litter, if it's stinky, you clean out the dirty litter that has become too wet and has too much chicken poop in it. This is the management style where the litter is more often kept as dry as possible and cleaned frequently, sometimes spot cleaned daily.
With a sand coop, you aren't dealing with any composting and sand is heavier than litter dust. Your only objectives in a sand coop are having it be dry and raking/scooping out the poop daily.