You're not the only one wondering. I've been on a quest to find that stiuff for months. I went to multiple HDs, and they only have concrete mix sand and play sand, yet i've had a lot of people tell me to get it at HD. I'm not surprised at your results with play sand: the play sand i last saw at HD said "no silica" and "not for aquarium use" on it, which is sorta the opposite of what we're looking for, isn't it?
I have to warn against the stuff called "Aquatic plant soil" by Schultz. I bought it at HD because it said "neutral pH" and "safe for aquarium use", and claimed that it was inert because it's essentially a crumbled ceramic (fired clay). It has a nice, coarse texture and a pleasant reddish-brown color. I don't know what kind of aquarium they intended it for, though, considering how badly it seems to leech minerals: I just noticed today that my new VFT varieties, which were growing like weeds right after i potted them up, have "burned" looking edges to the traps and lower leaf, and have slowed in growth. I don't know if that's salt poisoning, (can anyone confirm that?) or just shock from a humidity drop or something, but it seems like too much of a coincidence that i used that Schultz stuff in the mix. Another pot has definite signs of salt precipitates on the soil surface. I'm worried sick about it now, trying to decide if i should repot all the plants that i potted with that stuff (about 1/3 of my collection! ).
I was told to ask for sandblasting grit by several people, but i got the impression that there are different kinds of grit used for sandblasting. I don't think the aluminum oxide they mentioned at HD is what the others intended.
Anyway, what you want is coarse silica sand, and if you find out where to buy it... please let me know!