Marketplace Connect does not support the eBay Sandbox environment. Instead, we implemented functionality that made its use unnecessary.
Preview
The most common reason we get asked about eBay Sandbox is to preview listings, especially while editing templates.
It is easy to see the effect of template changes on the listing. Any product can be previewed via the grid, even if it is not published as a listing. Simply select a product and click the Preview tab which pops out from the right of the grid. Any template edits made are reflected in Preview upon refresh.
Test Categories
Each eBay marketplace has a number of test categories where you can list products without worrying about them being sold (e.g. Lots More > Test Auctions. Just put "TEST LISTING" at the beginning of the title and description.
For further assistance, please reach out to marketplace-connect@shopify.com