Some sand ends up on the seafloor getting buried until it turns back into rock, much of the Oil & Gas industry relies on this helpful stuff to hold hydrocarbons in. Some is dissolved and ends up making seawater salty, some of it is ground to fine particles which make up silt/shale/mud etc.
Clay is a group of minerals, sand is a grain size really, so a sand may have clay particles in it. What gardeners often call clay is really a soil (organic matter + Clays + sand) with lots of clay particles inside. China clay, or Kaoline, skips the sand stage and converts hard rock into clay minerals before being hacked out to make the broken china I keep finding in my veg patch.
Geologists just can’t walk past these things and keep their miserable mouths shut.