Who said NOT to use etching primer afer sandblasting? That sounds odd. Perhaps they meant you don't HAVE to use etch if you go with Epoxy Primer, but Epoxy has it's limits too: I have ALWAYS used an etch alone, then a 2K highbuild for block sanding on bare metal. You'll need to spray them within a recoat window (generally 2-6 hours - read the tech sheets!), but that's usually not a problem as you'd do it all at once. If you use an Epoxy primer you would not need to use etch, but it's harder to sand than 2K. The Etch and epoxy highbuilds are 100% waterproof. The 2K is only 90% WP, but sands easily and goes on nicely, thus I chhose to etch then apply 2K for sanding. As far as breaking through to bare metal, if it's a large portion, I'd spray some etch from a spray bomb just prior to my next coat of high-build, otherwise I wouldn't owrry about it. Your car is generallly in-shop until painted, so waterproofing is not a concern. If you are going to drive it in primer, that's another issue!!
If the sandblasting shop is not too far away and it is a sunny day, you could take it home and clean it (wax and grease remover) then spray it yourself, however, you might be safest to have them do it. (The material alone is nearly $200.00).
Best of luck!