This seems to be a rarely used phrase, maybe specific to British English. "To go into the sand" or "to fall into the sand" seems to mean something along the lines of "something goes to a place where it immediately vanishes and never goes anywhere or has any effect".
In the documentary, the speaker says that somebody wanted Glen to leak some secrets, but Glen wouldn't do that at this point. So, the attempt to leak the secrets to the public never went anywhere, it "went straight into the sand".
About the only other finding I could find is a speech in the British parliament from 1995
My fear is that unless the amendment is accepted by the House, the Bill will fall into the sand. It would be a tragedy if, after all the strength of feeling that has been expressed and the very good intentions which the Government clearly have in that regard, the Bill were to go into the sand because it did not empower any group to bring it into effect and to operate it.
(emphasis by me)
The origins of the verbal image might be the old misconception that you could drown in quicksand. So if something "goes into (quick-)sand", it disappears and never is seen again, without gaining any traction. I also seem to remember something about sand being an obstacle in golfing, but I don't know enough about golf to really say anything about it. This whole answer is mostly conjecture, but seems to be conclusive so far ;)