I think what I saw was an Andrena barbilabris, bit I am prepared to be told I am wrong - bee's are not my forte
I was only after a piccie or two but in the end it was so interesting I watched this bee for ages tunneling in the sand.
It has already started when I spotted it and had made a tunnel about half it's body length. It would go into to the hole and come out backwards, go into the hole and come out backwards - this was repeated so many times. But everytime he went in he was longer and everytime he came out he went further backwards, all the sand was being deposited making a bank on its left.
I don't know how deep the finished tunnel will be.