I noticed codex has a sandbox, wondering if it has a comparable config section.

Codex uses and ships with bubblewrap on Linux and will attempt to use the version installed on the path before falling back to the shipped version with a warning message.

You should be able to configure the sandbox using https://developers.openai.com/codex/agent-approvals-security if you are a person who prefers the convenience of codex being able to open the sandbox over an externally enforced sandbox like jai.