I use my dually work trucks for getting to off grid cabins. I'll load a couple thousand pounds of tools and batteries in the bed and then run in 4 low up muddy rocky mountain roads. I've never gotten stuck doing this, never broken anything, and only got a rock between the tires once.
I've driven my dually lots of snow. I think it does really well. In particular I ran in fresh powder up to the hubs for about 15 miles once and I don't think it slipped once. This is, of course, in 4wd and I have the G80 locking rear.
On one job site we had the company's SRW 3500 Ford with a utility bed and I was trying to back a trailer around in the mud. That thing was worthless. It slid everywhere except where you wanted it to go. I unhooked it and hooked up my Chevy dually and put that trailer exactly where I wanted it. Both trucks were 4wd, Diesel, 3500, with Michelin LTX M/S tires, utility bodies, and the same driver. The only difference was mine was a dually and the locking rear.
I don't know about sand. I don't drive on sand ever.