WELCOME TO AA!!
Please do not cycle with live animals.
I am not too sure about pool filter sand. I think the last time I looked it was silica based sand (which is like glass shards to your sand critters, but can be used). I wouldn't use it, myself. Read the package and if it is aragonite sand, that is the good stuff.
Do I put base rock and sand first thing for cycling then add lr afterwards?
I would add them all at once. Base and LR
is a great combo and will save on some costs. The base will become "live" with time.