Sandal was 5 when found?

Whoever they are, I hope they will be called Baxea and Cothurnus.

Well the Carta dwarves in Legacy seemed to think he bore a resemblance to a half-dwarf Aeducan bastard who had presumably been abandoned in the Deep Roads some years earlier. However, I think that may have been a red herring on the part of the writers. Still, if it were true then having a non-dwarf parent might explain some of the differences about him, particularly if that parent were an elf and/or a mage. Even so, it seems to me that wouldn't be sufficient explanation for his immense magical power that he has demonstrated both in DAO and DA2 against darkspawn and magical threats. It is worth noting that whilst Solas was able to petrify the Qunari into regular stone, Sandal was able to turn an Ogre into what may well have been a lyrium statue but certainly a crystalline one. Also in DA2 Sandal tells Bodhan of being visited in the night by a scary lady. From the description this would seem to be Flemeth and she is clearly troubling Sandal in his sleep. Could Sandal be one of the rare dwarves who dreams?

The place where Bodhan found him was significant. It was at a deeper level than Aeducan Thaig (possibly where he was abandoned if he was the bastard child) and thus in closer proximity to the level where we encounter the Titan. Could Sandal have actually made contact with a Titan? Alternatively, was he actually a true offspring of a Titan?

The chamber was decorated in a fashion not found in the later Thaigs. There was a giant mural depicting heroes, elves, dwarves, dragons and creatures that Bodhan couldn't put a name to. The mural was in the form of a mosaic made from gold and precious stones. The ancient elves were in the habit of creating large mosaics and we now know they had considerable dealings in the Deep Roads, so again this would suggest somewhere probably close to a Titan, although far enough up that darkspawn were not discouraged from entering the area. The fact that elves were depicted in the mural alongside dwarves and dragons, but no mention of humans, would again point to its antiquity. After the raising of the Veil, the elves largely withdrew from contact with the wider world until their war with Tevinter. The elves were clearly aware of their earlier links with the dwarves because of some of the refugees from Arlathan seeking refuge with Cad'Halash Thaig but this is not something that was mentioned in the Memories so either the later dwarves were not aware or the Shaperate deliberately erased that part of their history.

Whatever his origins, I think it may eventually prove that he has most in common with Valta, the dwarf in the Descent who becomes linked with a Titan. It seems suggested in Trespasser that he may have spent some time in the Crossroads and was clearly excited about something he found there. So it is entirely possible we may encounter him again when we go north and he may be helpful in our quest to find Solas.

Where was Sandal in Inquisition? I recall a few mentions of him but I can't recall him actually showing up at any point, even though DA2 dropped that plot thread of the Feddics heading to Orlais to join Celene's court.

That doesn't count as him "being in all three games", then.