What are the new promising non-sand based building materials being researched today?

There is a huge amount of research going into laminates and composites of various materials (structural).

Foamed homogenous materials (structural).

Sapphire as a structural material.

Various grown crystalline structures that behave like metals.

Glass as a structural material.

Memory metals that behave differently under various conditions like heat or electricity.

Strand bundled sections that change strength profiles as loading increases.

Solid materials that are lighter than air (insulation).

Materials that become more fire resistant as they are exposed to fire.

Materials that are opaque or reflective to certain frequencies of light (thermal barriers).

Phase changing materials (insulation).

These are just items off the top of my head. This can be a very long list.