20 Gallon tank should be fine for an adult Hadrurus. Some will use smaller tanks, but it is by no means preferred in my opinion.
There are a couple of different options for substrates. The main thing to remember is that Hadrurus sp. build deep and elaborate burrows in nature. While this would be preferred to replicate in your tank, many do not provide a deep substrate, allowing greater access to the scorpion.
On top of access, another thing to consider is cost. Providing 10 inches of fine sand would be expensive. So your current finances should be taken into consideration as well.
The sand that seems to be the best and most popular is this:
5 lbs is not a very large bag. You would probably want to get at least 20 lbs, and maybe 40 or more to have a deep substrate. It also comes in other colors as well.
Another option is to use a mixture of sand and clay, or sand, clay and coco coir. This is cheaper, and can provide a great substrate as well, but make sure not to make concrete, as it will take a long time to dry and be too hard for the scorpion to burrow in.
I've only made a few of these mixtures, but would recommend this one.
1/4 fine sand
1/4 well rinsed play sand (it would be better to replace this with 1/4 extra fine sand)
If you are not going to use coco.
2/3 sand (either all fine, or 1/3 fine and 1/3 play)
You will wet mixture and lightly tamp it down. After it dries, you can add rocks if you wish. Let dry completely.
If you use only find sand, you will also moisten it, yet should not need to tamp down. Let dry completely.
You can also consider adding a tube to moisten base of substrate. This could be placed in a back corner, and covered with mesh screen to prevent entry by scorpion. This should be in place when adding and before wetting substrate. This tube would be particularly helpful when having a deep substrate.
Hadrurus are very susceptable to mycosis, (a fungal infection). Therefor, great care should be taken to add only small amounts of moisture to the bottom of one side of tank, thus allowing scorpion to retreat to dryer side if desired. This should also be done only in a well ventilated tank.