The Unleashed Sandbox creates a copy of your organization in a separate environment. This environment allows you to develop, test and learn without affecting the data in your live Unleashed account.
Currently, Shiptheory doesn't work or unable to connect to Unleashed Sandbox. It's a functionality that we aim to add in the future as we know it will be beneficial when you're just starting and setting things up.
In the meantime, you can connect your live environment to your account by following this guide:
How to Integrate with Unleashed
If you need help with anything else, feel free to contact support. We'll be happy to help!