In sandbox campaigns, what the players are doing is the centre of the campaign. If they do not investigate and stop the fire falling from the sky, then there is a consequence and you should play it out as if real history is unfolding before them.
I find that the best way to do this is to imagine what the major characters of the world are doing (in shells around the party). Then have them do it, that is, invade here, doom there to fire from the sky, rob the local tavern, etc. Only spend time designing something when the players actually look like they might interact with it. At some point they will change what they are doing to go and hunt down the big bad. Sometimes you will need to prod them by getting the big bad on their radar directly. This is once they realise they will have to do it themselves. You have given them something close to them that matters. Do not just handily place a macguffin to get them to the next plot point as it breaks the sandbox. People in real life don't try to stop a madman with a vast army destroying the known world: that takes you having an army too. But finding a scouting party that leads you to a secret passageway into a underground base, well that is another thing...
