Mate, I've gone days on end staying in low range. Never be afraid to use it. It's arguably your biggest advantage over the soft-roaders. You're not stressing things more in low-range, in fact you are doing the complete opposite!
Something to remember, low-range isn't just for charging through mud or rock crawling. It's a torque multiplier that you should use whenever you need more torque and/or more control. Plenty of people chuck it into low-range to reverse their boat/trailer/caravan into a steep, tight spot.
As for it reving a bit higher in sand mode due to holding gears, nothing really wrong with that. Don't go sitting it on the redline the whole day (unless you like buying diesel?), but sitting higher in the rev range is fine. As Josh said, it can help keep you in the sweet spot when you hit something a little softer. If it's staying fairly consistent for a while, change it up.
Remember, the vehicle can't see what it's going to drive on, it's best guess from what it's currently doing. Sometimes you have to give it a helping hand. Pretty intelligent things these D3/4's, but they still need a driver. 
All of that said, the best advice I can give... Keep wheeling, learning and enjoying that Disco, you'll have the time of your life!
				
			 
			
		 
			
				
			
			
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Chris Phillips
Offroader: 1996 Discovery 300TDI (The Green Donkey)
Missus: 2010 Discovery 4 TDV6 (Fancy thing)
Just 'cause: 1999 Discovery SE 3.9L V8 (Makes fun noises, sometimes...)
Spares: 1998 Discovery 300TDI (Only vehicle actually in the garage..........)
Run around: 2001 Nissan Pulsar ST 1.8L (Soul crusher)
			
			
		 
	
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