Siegel had an article today on why Sandin and Lilly aren't playing right now.
On Sandin, SHL is a non starter. The SHL has little interest in keeping players on a short term basis until the NHL season starts. Liga could be an option but Sandin has no ties there, and it would be uncomfortable for him. In the end, they decided against it because they want Sandin fully prepared for training camp.
Lilly, the SHL is a non starter for the reasons listed above again. One option apparently discussed is sending him to the second division in Sweden. However they are waiting on any NHL announcement. If the season were to begin in mid to late December, they won't send him.