I've worked in a few large stages (<5000) people and I have never seen a stage filled with sand. The stage is usually an aluminum construction made of lite decks or even steel decks. This is usually preferred because they are versatile since you can move them around or even hire them out when you're not using them. They are used so often that they have almost become a measuring unit.
I think what your local sound guy is trying to bring your attention to is that a big wooden box will tend to resonate (that's why we use such constructions for speakers and even guitars) and that will impact the sound somewhat. Filling it with sand wouldn't work in my opinion unless the construction was really really strong and you used thick solid pieces of wood. That's because the sand will a) collect dump, b) be compacted over time with the vibrations and c) from the combination from a) and b) it will slowly deform the wood. It will also render the space under the stage useless and this is where musicians often hide their cases during the gig.
I don't know what the constructions looks like structurally, but maybe you could leave all the sides open and cover them with black (or whatever color) fabrics. We call those skirts. They allow access (you will often need to run cables under it) and you can do whatever you want as far as looks go on the front while not losing access from the sides/back.
You will find that some audio guys will place their subs on the front and that's another reason to leave it open or covered with skirts. This will allow the bass some space before reflecting off the back wall. Not that the wood of the stage would do a great lot to a wavelength of more than a meter.
