If all you really want to do is sequester the sand, why not deploy some large solar concentrators to roam the desert and fuse the sand into larger grains? It would obviously take a while, but you could have relatively unintelligent, solar powered drones just gliding over the sand and sticking it to itself. Bonus if you can figure out how to fuse the sand into bricks, or 3d print walls of fused sand.

This guy sort of proved it in concept: https://vimeo.com/25401444