Whether or not leo's require UVB is still being debated and scientific studies have proven that they fare better with small amounts of UVB.
They don't need it to survive, persay, but it can help in small amounts. It's theorized that in nature leo's get their UVB by coming out at dusk just before the sun goes down, and this same behavior can be seen in some leo's in captivity.
He looks good to me, do you know his age? If he's older then about 12 months then I believe it's commonly accepted that their hunting skills are well developed and feeding on FINE SAND is alright.
If you're going to keep them on a sand substrate you need to make sure you leave a dish full of Calcium in the tank, leo's can sense when they need more calcium and will start to eat sand if they can't find a source. Be sure that it's just pure Calcium, not Calcium with Vitamin D3 as too much D3 in leo's over time will crystalize their internal organs and shorten their lifespan.
Give him a week or two to settle in then start putting your hand in the tank for a few minutes every night, very slowly. Avoid touching or petting him, do this during feeding time and eventually he should become inquisitive enough to start climbing onto your hand on his own.
Congrats
