1. No, but I believe this will change in the next release.
2. As for what Jude says, the main reason a dwarf would consider an item immovable is if it is already tasked for a job. The most frequent situation is that it is tasked for building a nearby part of a wall or floor, if you tasked several tiles at once on top of building materials. If you really want to avoid this, if you're building constructions on top of the materials that will be used for them, then build them one tile at a time, starting with the tiles that already contain that material, so you can easily choose to use the material that is RIGHT THERE. This will prevent the cancellation situation I mentioned. It's a bit painstaking to do this, though.
I believe that the bulk-build commands will avoid this problem, but if you're placing walls one-by-one, it's an easy mistake to make.
Other way around, actually, provide you take care when doing it individually. But bulk WILL cause this problem, almost always.
3. And as for what Jim Groovester says, yes, you can floor over the sand... but why would you want to, really? Once you get used to it being just another type of floor tile, it probably shouldn't bother you as much. Also, if it's just "sand" or "(color) sand", then it can be used for making glass at a glass furnace.
Last question though. I have two wells inside my fortress that some of my dwarfs use but others are intent on running half way across the map to the river. Is there any way I can tell them to stop drinking fish water and just use the wells?
Dwarves do stupid things in relation to water. The problem may be that TOO MANY are using the wells, so they go somewhere else. They really ought not be drinking water unless they're wounded, though. Make them more booze!