Sandbox heating was used also in Sweden, but later than in Finland. Instead of boxes they used cyliders.
The history of Swedish State Railways:
http://runeberg.org/sj50/3/0217.html
"Already in 1864, attempts were made to heat up some passenger cars in the express trains, and the following year, heating of all 1st class compartments was introduced in these trains. Passengers in the other carriage classes as well as in trains other than express trains still got for quite a long time time to renounce this advantage. The restriction to only the most expensive wagon class was based on the cumbersome and costly manner in which the heating was effected at that time.
The first system for train heating used by the state railways consisted of loose heating cylinders made of sheet metal, which were filled with heated sand and which were inserted through a hatch in the carriage wall under the sofas in the compartments. It is clear that this system would suffer from a lot of shortcomings. So, of course, it was impossible to maintain a reasonably even temperature in the compartments, for from being high, as long as the sand cylinders were still hot, it sank as far as they cooled. Admittedly, a control device consisting of a pair of openings and sliding dampers is used sheet metal sheaths, in which the hot sand cylinders were inserted, but the possibility of regulation was in any case very incomplete. The heating also depended on whether hot sand cylinders could be obtained, which was impossible in many cases when heat had been more desirable than usual, such as when the trains were delayed or even stuck in snow drifts. Furnaces were required to heat the sand, and as early as 1865 there were such built at the stations in Stockholm, Katrineholm, Örebro, Falköping, Gothenburg, Jönköping, Alfvesta and Malmö."
Later on the heating system was introduced even in lower classes. At least on the Nora-Karlskoga railway:
A 3rd class coach of the Nora-Karlskoga railway in 1872, with heating cylinder hatches.
https://www.jarnvag.net/vagnguide/historia-vagnar