Wow, you have had some bad experiences! If we bring sand toys, I do share them. BUT, I usually bring disposable things that I don't care if they get left - like plastic cool whip containers, yogurt containers, plastic spoons, plastic cake toppers, etc. That way, sharing isn't an issue, and it doesn't matter if we lose them. When we do bring real sand toys, we still share, and I do ask for items back. I do the same thing, collect up the unused ones, making comments outloud that we are leaving and packing up all of the sand toys (so the kids AND parents can hear). The older kids usually give them back, or my kids ask for them back. If necessary, I will tell a child those are our toys and we are leaving, so they need to give it back to me. It usually works. I would not be mad at one of my kids if they took it out of someone's hand that wouldn't give it back, as someone else posted!
As for the other issues, I am not shy to mention something to a parent - if the parent is right there. Otherwise I will talk to a child - nicely and politely. Throwing sand is a common one for small children, they don't understand it can hurt someone and it looks cool to throw it. If the parent says nothing, I just say to the child "please keep the sand in the sandbox, when you throw it, the sand can get in someone's eyes and that hurts" or something like that. The parent usually notices then, apologizes for saying nothing, and thanks me for taking care of it. We usually have good luck at the park, with kids and parents. If a bad situation comes up, I am not afraid to say something that will help keep my child safe and healthy.
S. (mom of 3 and daycare provider for 23 yrs)