I'm not sure about the dirt for the lawn, though I would probably avoid anything that has chunks of slow release fertiliser in it. Though if you're growing your lawn, by the time that is grown they won't really have access to the dirt anyway.
As for the sand box, I should think just normal play sand (like you can buy in bags from stores, here you can get it from a store similar to Home Depot), I should think that any sand that's washed and/or sterilised would be fine. I've recently been thinking about getting a plastic tub and filling it for sand with Bandit, as he ignores his dig box full of paper unless it's got treats in the bottom, and he keeps trying to dig in his play tunnel, which is never going to work!
