Not all sites have sandboxes. Sandboxes are created by the community when they see a need (and hopefully have the ability to moderate one). See for example the discussion here on creating a sandbox.
I can think of a few that have "content review" sandboxes (almost always for questions):
On some sites, people are willing to give feedback in chat or on meta (where you would just post a question with the content of your proposed question, and clearly label it as a request for feedback). For example, this is the policy for RPG SE.
If any of these sandboxes has been protected, someone will probably unprotect it if you either flag or ask in chat. It’s also good to note that some sites allow you to post on their metas at 1 rep; Code Golf and Worldbuilding are among them.
There are countless others that have formatting sandboxes, but it would be inappropriate to ask for anything (other than maybe formatting help) in those. I might as well make a list of those I know:
Some of these are dedicated to a specific purpose, such as testing Mathjax (but whether anyone enforces it is another story). On the flip side, remember that MathJax is only enabled on certain meta sites.