I played this yesterday with the family (non-gamers). In our second game, we ended up running out of sand tiles. I gave a quick look at the rules and didn't see anything about this. Did I miss a rule or is there nothing in the rules about this?
We ended up shifting sand from other parts of the board we weren't using (e.g. a tile we had already excavated that was in the opposite side of te board from the assembled ship, well and tunnel we were using at game end).
Did we cheat?
You kind of did...if you were shifting around sand without using your Remove Sand action
Unfortunately, if you ran out of sand tiles it means you lost the game (page 6 - Buried in the Sand). This element makes it always important to ensure you are staying ahead of the sand accumulation by using your Remove Sand actions wherever it is feasible. Sand cannot go away on its own -- it must be removed by a player, regardless of where it is.