Ok, so now I can open rstudio as sudo and it seems to function. But still, If I open it as user, it won't let me create script files. Haven't gone any further to see if anything else isn't working. But the sandbox message has vanished.
Could this have anything to do with the fact that there are only rstudio versions for ubuntu 18 available, and I'm using Lubuntu 19.04? In my Debian 9 I don't have this kind of problem. I installed as sudo, and open it as user, and everything is smooth.