Doves (and their demotic cousins, pigeons) sleep by choice on rock ledges, trees, buildings, columbariae, dovecotes, or any other place safely out of the reach of predators. Sand would be a matter of desperation, and probably fatal (there's good eating on them birds). They aren't seabirds and they don't migrate, though homing pigeons can of course undertake long flights to get back to where they once belonged.

Which reminds me of a friend who once sang "King of Rome", starting..

"In the West End of Derby there lived a wicked man..."

I pointed her error out- it's not a "wicked" man, it's a "wicker" man.