I like aluminium powder idea. And use the metal bar as heatpipe is a good idea. I would not see temperature as problem as most materials you mention can handle 800 deg. The idea is that you can draw energy from it thus cooling it. I think a molten salt chamber uses this combination of fast transfer and high temperature
Unfortunately that would negate the high storage temperature of sand (up to 800 degree c) as water will turn into steam after 100deg. So it is either low temperature sand or water with lower energy density.