I think the shroud you are talking about is for cooling. When a submersible pump is placed in a pond or a large well, the shroud is made of a 4" piece of pipe, and is used to simulate a 4" well. As the water flows by the motor it is cooled.
I have never seen one that would stop any amount of sand.
They can be made to stop gravel.
One could be made out of a well screen, that would help some, but only in a large well.