1) Can we Integrate SharePoint 2010 designer with Team Foundation Server 2010?

Ans: No

Refer: http://social.msdn.microsoft.com/Forums/en-US/tfsintegration/thread/7159e334-4c7a-41b0-a15f-3b758ef86504

2) Can we use sandbox for visual web parts in SharePoint 2010 ?

Ans: No

Reason from MSDN:

The standard Visual Web Part is not supported in the sandbox environment. The reason for this is because Visual Web Parts effectively host an ASCX user control within the Web Part control. The ASCX file is deployed to the _controltemplates virtual directory in the physical file system on each Web front-end server. The sandbox environment does not allow you to deploy physical files to the SharePoint root, so you cannot use a sandboxed solution to deploy a Visual Web Part based on the Visual Studio 2010 Visual Web Part project template

Refer: http://msdn.microsoft.com/en-us/library/ff798382.aspx