They have sand should they have somthing else?
Yes. they need more than sand. I had #1 & #2 granite grit in my pen & they didn't seem to like it. I now supply a good ammount of 1/4" minus gravel & they pick the size out they want/need.
As for the other problme, it sounds like Gapeworm:
Gapeworm and roundworms
Gapeworm is the perfect problem to start with as self diagnosis is comparatively simple. Syngamus trachea, as it's scientific name implies, is a nasty little creature which lodges in the throat or trachea of the Pheasant. This causes irritation to the bird resulting in a Pheasant form of "coughing" which is a "snicking" sound. An affected bird will open it's beak wide and shake it's head in an effort to dislodge the parasite.
Call your vet & get the meds to treat for round worms. Others here can give advice on what is available in the States. (I prefer the water soluble types)