Even though the players are the center of the campaign in a Sandbox, they are not the only cause of action in the world. They want to investigate the village with plague. Let them. Meanwhile the fire raining from the sky continues (and unlike videogames, does not go into a static point of no extra destruction until the players show up). Maybe the Fighter grew up near the fire-rains, but thinks "we'll have plenty of time to get there, after we look into these plague-ridden villagers". Take that from him. Have his childhood home burn to the ground. Actions have consequences. Even lack of action should have consequences.
Plot lines should follow the following progression:
- Seed (There's fire raining from the sky near the town of X)
- Sprout (The fire-rains destroyed town X and are spreading towards town Y)
- Bloom (The Fire-God's Wrath has spread to the whole state of Z [which includes both towns X and Y)
- Fruit (Since the Fire-God's Wrath has spread, the towns of X and Y are defenseless, hungry, and plague has broken out in the devastation.)
You drop the seeds, and some will grow, others don't. It happens. When you drop a seed give it a linear progression of what will happen if the players don't react to it. Then think of a few ways the outcome changes based on how the characters react to it. When/if a thread comes to the fruit stage, go crazy with new seeds. Maybe you don't want to follow up too much on the plague idea, make it a minor plague that once food and medicine gets to the affected area, it clears up. But the warlord across the border thinks this is the perfect time to expand his territory, what you/the players want to follow up on. Go crazy and have fun with it. Sooner or later, your characters will come up and say, "Hey, there was a point a few weeks ago, and now that nothing major is going on we want to follow up on that." You now no longer need to worry as much about the plot because the players are helping you create it.