I'm going to say that I personally wouldn't use play sand even in a freshwater tank just because in my experience they are really rather "dirty" sands. I'm not accusing you of having dirty freshwater tanks, clearly this may vary from region to region, but that has been my experience :)
Most play sands are a silica based sand, and some say that would raise your silicate levels so high you'd be swimming in diatoms, but I'm not so sure of that.
There was at one time back in the early 2000's, I believe, a company that had bags of play sand sold through Big Box hardware stores that was 100% aragonite, and was said to be awesome if you could find it. I could never track it down.
I have used swimming pool filter sand in my freshwater tanks, it's a silica sand, but extremely clean; a really popular option for freshwater. In theory, and in my very non-expert opinion, this would "work" for marine tanks, meaning I don't personally believe it will add to your silicates, and it shouldn't otherwise adversely affect your water....
But, it's extremely fine, it will very likely blow around in the amount of flow a reef tank necessarily needs (much more than a freshwater tank). Fine sand blowing around lands on your corals and annoys them, and gets into your pumps and can damage them. Look into posts talking about very fine oolite sand to see what I mean here, like this stuff:
https://www.petco.com/shop/en/petco...VVltHAR2bABDAEAQYASABEgJDIvD_BwE&gclsrc=aw.ds
As always, I hope that helped, and best of luck!