The Sandbox is a S.H.I.E.L.D. installation at a classified location somewhere in Africa.
The Sandbox is where S.H.I.E.L.D. sends items of a potentially bio-hazardous or infectious nature for study and disposal. It is presumable that Agent Blake is a S.H.I.E.L.D. agent here. Agent Phil Coulson and his team brought a Chitauri helmet that held an alien infection to The Sandbox. Donnie Gill was also sent to the Sandbox to be monitored for signs of developing powers.
To be added