Hi Shrimp123, if you haven't already, you should check out the Shrimp Varieties page for more info - and it sounds like sand is the perfect substrate for them.
If you get this shrimp, let us know - I've always thought they would be a very interesting shrimp to have.
I would recommend swimming pool filter sand before playsand. The grains of pool filter sand are larger allowing the substrate to breath and not become anaerobic. Also pool filter sand is designed to be inert whereas playsand may or may not be.