I keep my Schneiders on about 3 to 4 inches of sand. Try to go for a medium grain. Calci and is the spawn of the devil and should be avoided. Just use playsand (the stuff used in children' sandpits) Use a sieve regularly to clear out dropping, shedded skin and the occasional locust leg.
If sifted, the sand will stay fresh for about 6 months. Then, replace it with a new batch, but keep the old sand in a container of sorts. This can be boiled, dried out in the oven, and then stored for the next change over. All sand should be dried out in the oven at a high temperature before placing in the vivarium.
As to someone elses question, Schneider are very territorial. Males will kill other males that enter their territory, so keeping them with other species is a very unwise decision.