Currently the DevTools defaults to the React version of CodeSandbox, it should default to the sandbox.
It looks like to debug an iframe, the React devtools electron app can be used. See https://github.com/facebook/react-devtools/issues/76
Is there a way to modify the <head> to add a <script> before the bundle?

Happy to help here. Not sure which direction @CompuIves wants to take this -- as a separate window which is odd to me or part of the react dev tools plugin. There are also several places where react-dom is initialized so not sure where I'd place the block if (window.parent !== window) { mentioned in https://github.com/facebook/react-devtools/issues/76.
For others which find this issue after searching something like 'React devtools codesandbox' and need a workaround - You can now use the React DevTools by opening the iframe in a new window:

Then use the DevTools on the new tab 馃憤
Thanks to Kent C Dodds for revealing this solution to me!
And for those who search for "vue devtools codesandbox", this also works for Vue! :slightly_smiling_face:
Just in time for the spring cleaning, so that I can close this long-standing issue! :clap:
I've had no luck getting vue devtools to work on codesandbox even with the sandbox running inside a new window, has anyone else? When I move any vue project from codesandbox to local machine it does work however.
@PeterKnight It's working here:

for me the vue devtools extension shows "Vue.js not detected", I'm running windows 10 x64 and have tried 3 different browsers with the latest vue devtools installed.
Hint: it doesn't need to be detected in order to work (if you look closely you'll see my Vue icon is grayed, too). Just open Chome DevTools and go to the Vue tab. 馃檪
Lol, it does! Thanks @lbogdan
Most helpful comment
For others which find this issue after searching something like 'React devtools codesandbox' and need a workaround - You can now use the React DevTools by opening the iframe in a new window:

Then use the DevTools on the new tab 馃憤
Thanks to Kent C Dodds for revealing this solution to me!