I don't think sand is compatible with doing the deep litter method because it isn't a compostable material (it doesn't decompose, like shavings or hay). To me, the point of using sand is that it's very easy to remove droppings from it with a kitty litter or some other kind of scoop.
Sand is heavy compared to shavings. If you mix the two, I think most of the sand would pretty quickly sift down to the bottom; either that, or the sand would really weight down the shavings when you try to clean them out of the coop.
I've read about people using sand in their coops during most of the year but adding a layer of shavings on top for warmth in the winter.