Head Start needs to handle it at school and not bother you with that. It's THEIR job to manage him when he's there.
That said. He has no idea what you're doing okay? At a normal age 4 kids can empathize and put themselves, just barely, into another persons place and sort of understand how something might have felt for them.
Your kiddo seems to still be all about the texture, the sand feels good, it's fun to watch it fly and fall and hit stuff and wow! sand is just fun to feel!
He is going to keep doing this. It's a developmental thing. The teachers should shadow him and try to shoo the other kids away so your kiddo can play in the sand. Facing him away from the other kids will also help him not be tempted to throw sand in others faces.
As for you taking him to the park. What if you sat with him in the sand, behind him or right beside him so you can put your hand over his when he starts to draw back and say "Sand stays on the ground". That's it. You're teaching him to leave sand on the ground and you're giving him a physical reminder to not raise his arms.
There are many teaching tools you can learn to utilize. If there is a facility near you that has a sheltered workshop, group homes, etc....call them and ask if they have any ETL, Effective Teaching and Learning, classes that you could attend. If they don't then please consider contacting the agency and arranging some sort of education for yourself.
Head Start might be able to find funding to have these classes too. They are so important. Head Start could fund it and then learn specific skills to use in their daily work with all their students.
ETL made a huge difference to me in how I interact with people with disabilities and how I worked with them training them in just about every life skill I taught.
Even though this is an Oklahoma program, as far as I know it "was", they might have a video presentation or something that could still be helpful.
http://www.etl.org/index.shtml