I definitely suggest you to use a VM, e.g., VirtualBox, instead.
Sandboxie is better than nothing in regards to protection but unsafe to use for malware contact on a regular basis, which is what seems to be the case here.
The reasons are described in papers like these:
I am not aware what new features were implemented since these papers were published, but the most interesting takeaway of that: The weaknesses it has are by design of that technology. They cannot just be eradicated.
--> see first paper: "Type A sandboxes by design, are vulnerable to a relatively large attack surface."
Sandboxie is a type A sandbox.