hello; I have never used the bagged pool filter or play sand so cannot say. I have used construction sand. Around nine years ago I bought around 3/4 ton of construction sand for $20. Not for aquarium use but to show the low price per pound. Construction sand is dirty in the sense it is loaded with fine particles, not so much other dirt.
Back when I still used sand (I gave up on sand eventually) the trick to cleaning it was to dry sift it. Dry sifting got rid of a lot of the finer dust and made later washing easier. The other advantage to dry sifting is being able to preselect particle size. I have found a variety of particle size in construction size. I could make a sieve with different screens to get the slightly larger particles. That way I could avoid he small stuff that not only can damage impellers but can pack down and form anaerobic pockets of toxic gas.
After dry sifting the sand was washed with a few buckets, an old broom handle and a garden hose.