If you look at the console log (F7), it looks like the sandbox is ran on a server hosted on your pc, and for me at least it’s failing to connect. My guess is something is messing with the port (27015) and is preventing the game from accessing the server it opened. When looking at what other programs I have using ports (the command netstat in Windows Powershell), I couldn’t find anything.
However, I have found that if I restart my PC and then only open Steam and Deadlock, the sandbox works fine. So, I do think there is something to my theory that another program I regularly use is messing with that specific port locally. My next steps are to test my ability to connect to sandbox as I open one program per attempt to see if I can isolate the culprit.
In the meantime, I would be interested if, for people having this problem, restarting your device and going straight to Deadlock makes sandbox accessible.