The sand is surprisingly firm, I was surprised myself! The horses are amazingly fast!
The dunes, newly formed by the wind is a different story and more dangerous but the coarn of the dunes is firm.
Going up and down a dune is for a horse -not used to it- something new and need some practise, sometimes even for a horse the sand is knee-deep, when decending, going down, a dune. The sand is like water and dissapears right away, but still.
Gallopping only up and down dunes with loose sand is a guarantee for legproblems, the muscles need good practise. Sometimes it is better to take the horse by hand and let him find his own path.