The sandbox is not really built for best practices

What do you mean by this David? You absolutely can create new relationships in the sandbox. You just need to do it in the sandbox itself, not in the production app. Then you publish those changes and they go live. By saying you cannot create them with the sandbox enabled it makes me think you may be trying to do this in production rather than the actual sandbox.

I agree that the sandbox isn't perfect and honestly I doubt any very large companies actually use it for many reasons, some of which you gave in your first post. One of the biggest "gotchas" to the sandbox is that if your app is over 1GB in size you cannot copy over ANY records, not even 50. It just will not bring over a single record. Quickbase staff have addressed this with me on this forum and they have no plans on changing this. So be very careful with your app size because you may one day find out you need to import records to almost every table to be able to test things in the sandbox.