Barry Lennox asks:
Note that "most."
Obviously. The sand is abrasive as hell and is going to dull cutters rapidly. You also don't know until you start cutting whether or not you're working in soft or hard wood. You also don't know, and may never know, what kind of wood it is.
Any finish may work well on some, not well on others. You have no idea what wood you're using, so it may or may not be a wood that's easy to finish. You may also end up with a lot of salt inclusion, which could affect finishes badly.
Best bet: experiment a bit. Do your finishing on cut-off bits and pieces before doing the main event.
Good luck.
Charlie Self
"I believe there are more instances of the abridgement of the freedom of the people by gradual and silent encroachments of those in power than by violent and sudden usurpations." James Madison