Cyano, dino etc are typical first year problem. Dont worry about them, it will go away as real estate becomes less and less (with coral's encursting). Flow and stabilizing chemistry is the key, .. and you'll get there eventually. Everything is going as expected if you ask me. That deep sand bed will come at a price, and thats cool too

. The challenge is in such small volume all snails act as bioload, and in first year, you'll need flow above sand bed to effectively get rid of cyano dino. But again.. all this will stabilize, as the tank matures.
You'r filtration media is spot on. Chemipure blue has nano packs, those are perfect for pico tank. I'd recommend changing less water, and skip it when you change filter media (once every month? ). Its ok to keep the tank on the dirtier side, for the first year, because you started with dry rock, it will speed up the micro fauna/tank;s own microbiology. Dont worry too much about algae, whether its GHA or bubble, with tank this size, you can just mechanically get rid of those, and couple of larger water change + food restriction will starve out most alage in no time.
Keep it up