How does the sediments in loess deposits different from the sediments in a sand dune?

The sediments in loess have been broken down and are very fine compared to the sediments in sand dunes where you can still see and possibly count the particles.

Glacially derived loess deposits are typically composed of silt-sized particles, clay, and sand. Sand dunes are composed primarily of sand-sized particles, most often of quartz.

Loess blankets a broad area; sand dunes aer mounds or ridges.

Wind erosion and deposition may form sand dunes and loess deposits. When the wind strikes an obstacle, the result is usually a sand dune!

Technically, to the Geologist, sand is a grain size of sediment. It doesn't refer to any one type in particular.