I just added a Black Kuhli to my tank a couple weeks ago. He is starting to show himself a little more, but rarely when the lights are on. He started out swimming around at night a lot at first, but quickly learned that my rocks have a bunch of deep tunnels in them and decided to claim them as his home.
He comes out when hungry so I'm not too worried. My 2 True Kuhlis hid under my driftwood for over a month before they became active. Now they are extremely active and spend most of their time out in the open, well one does atleast now. The other has gone back to sleeping underneath the deco for some reason (may have to find him soon and make sure he isn't sick).
Haven't seen much sand burrowing or digging, but that could be due to the fact that they have easier options. In my gravel setup they could squeeze under the driftwood. In the sand & rock setup there are a bunch of deep tunnels throughout the rocks that they are small enough to fit into.
I've been told that even though they are different species, all Pangio type loaches should happily group up together. Hasn't been my experience so far but the Black Kuhli is too new to say for sure. If I don't come across a Pangio Anguillaris any time soon I'll probably pick up another Black Kuhli to keep the current one company.