FYI - my wife is a big Neil Gaiman fan- she just finished all the amazon video series - Gods, Omens...and was asking about Sandman series but that only exists as comics?
We found 3 in Kindle unlimited, and I can see several more that are not in KU. I've not gotten around to researching any other stores as yet. Hoping
not to catch a bad case of collector-itis and end up chasing expensive rarities on ebay

.
I also see that there are some annotated version of Sandman but I don't think they are obtainable in any digital format, only as paper or hardback books? so we may end up getting a mix of digital and print versions