Sandbox has mocked responses, without any validations or other error messages. It also has mocked user agreement pages for easier flow check.
Sandbox endpoints are the same like regular API. When switching to production you will get certificate errors if client certificate not provided, so we suggest you developing system already with client certificate passing on all API requests.
For validation responses make sure you check API Docs which describes what codes can be returned from API and act accordingly.
You can find API Docs here
Sandbox API url: https://sandbox.open-banking.bigwallet.com