Lowcountry Low Roller
It's a bit late for that And I'm not sure that they will use Etherealness, just trying to avoid having my plans go up in smoke right from the get-go and turn the session into a bit of a let down. We don't have too many to go and they just used Etherealness to great effect a couple of sessions ago but overuse would become tiresome. (Can't believe it doesn't have some kind of material cost...)One trope it might be useful for your players to learn is that magic shouldn't be used for trivial purposes.
So the sandstorm should pose minimal threat if the PCs take conventional precautions. But if they go ethereal they encounter all sorts of ghosts and monsters.