All apps you install are in the regular app sandbox, but one thing you might not be aware of is that there's not one "sandbox" where all the apps "play" in. Each app is isolated from each other. Apps get access to what you allow them to have access to via the permission model. Apps that are in the same profile can also communicate with each other, provided that both apps agree to do so. An app can't coerce another app to pass data to it without the other app consenting to that.
If you need Google Play / Play Store for some apps, my suggestion would be to keep it simple and get everything from there. If you can do without Google Play Services and don't need apps from the Play Store, there are options like Obtainium through which you can get your apps.