I have a few things to say about this, but to start off, what species are you talking about? Is it a psammophilic (lives in sand) or fossorial (burrows in hard grounds like clay) species?
My favorite clays and sands so far, but they are expensive, are ZooMed's fine quartz sand and excavator clay.
Many species can be kept on pure fine quartz sand. It can be wetted, lightly packed, and dried thouroughly for fossorial species and some psammophilc. For the dune scorpions, you would leave as is, without wetting and packing.
Some desert species will not be able to burrow in a clay based substrate, so make sure yours can first.
There are lots of recipes for clay substrates if you search in scorpions:
I haven't made a lot of clay based substrates, and have had varying results, so you should look at the search results, or hopefully others will give their recipes.
I have used:
1/3 fine quartz sand, 1/3 play sand rinsed and cooked, and 1/3 excavator clay
1/3 play sand, 1/3 coco fiber or peat, 1/3 excavator clay
Make sure whatever recipe you use, that if you tamp or push down on substrate, that you do so only very gently. If you push down to hard on it, you will make it like cement, and it takes a long time to dry.
Drying will mostly be done with air. You can make it go a little faster by putting a heat pad underneath it and/or a fan blowing on or across it.
Yes, agreeing with Nomad, I have heard that Hadrurus can make tunnels up to six feet (at least I think). Some make very large burrows anyway. It is probably best to put at least six inches of substrate in. Since this species is not known as a climbing species, you won't really have to worry about it escaping. But take percautions anyway!