Not too sure where to find
axie safe black sand, but any local aquarium ought to have some in stock.
As for how baby axies get made: well both axolotl need to be stimulated.
This supposedly just happens naturally with some people's axies; however if you want to induce a spawning a gradual decrease in photoperiod (daylight hours) ~15min each week for about 2 weeks, followed by an increase ~ 15 min each week does the trick nicely. You can also sometimes stimulate them by a upward or downward change of temprature of about 5 C or a large water change. but these are less effective methods.
Once at least the male has been stimulated he expresses a great interest in the female, swimming around her madly and nudging her cloaca (behind the back legs.) He will then deposit spermatophores (which are pretty much just jelly-cones with a sperm tip) all round the tank on flat surfaces like rocks and glass. If the female lotl is in a 'receptive' mood

she will swim over them and pick up the sperm tip with her cloaca.
Fertilization occurs internally and the female will then lay the eggs ( usually 24-48hrs later) and taa daa baby axolotl
Sorry, that was a bit long, but hope it satisfies your curiosity