I use Firefox for Sandboxie and a different browser history protection program for Chrome. However you can try this:
Click -> Sandbox settings -> Applications -> Web Browser -> Google Chrome
Then-> "Allow direct access to Google Chrome bookmarks"
Then -> "Allow direct access to Google Chrome bookmarks and history database"
You can also check to see if your browsing history is actually being saved inside Sandbox. Here's a hypothetical directory path to where it would be stored. Your path may be different depending on where/how you installed the program:
C:\Sandbox\(user)\(sandbox name)\user\current\Local Settings\Application Data\Google\Chrome\User Data\Default