Probably not relevant to the specific problem at hand because sand that's getting heated to 600 degrees is going to quickly boil off any residual moisture. As a warning, though, so that people don't experience the pain I got to experience, a pile of sand is really good at holding onto water internally and freezing when it gets cold. We had to replace our sewer line a while back and for various reasons were taking care of filling the hole and redoing the concrete ourselves. The sand guys left a big pile in the driveway for us and as soon as winter came the whole pile turned into a single giant rock despite having been out in the hot sun previously.

Exactly to your point, though, one of the great things about using sand for this application instead of water is that you can probably just shut the thing off for maintenance without having to worry about draining all of the sand out. If it freezes up due a bit of residual moisture content it's not going to expand nearly the same way that a silo full of water would, and it should be easy enough to thaw out just by putting some heat into it.