The liquid is nothing to be concerned about. Quail poop contains their urates (urine) and they expel it all simultaneously. I'm raising coturnix quail, not valley quail, but that poop looks normal to me.
Sand is what my flock gets as grit; I put a plastic shoe box full of plain, construction-store-grade sand into their cage so that it doubles as a dust bath, they love it and it's easy to do. I pay 80 cents (US Dollars) for a 60 pound bag.