An insight into the mind of a bearded dragon.
Digging is seen as common behaviour in female dragons. It is a natural instinct to dig in loose substrate when a female bearded dragon is expecting to lay eggs. Both male and female dragons dig, it's their way of making themselves a hide and having fun. Play sand is a fantastic substrate as long as you are careful about ingestion. It's completly normal for both sexes to dig,
Digging.
however, if the beardy is female it could be that she is preparing a nesting space for eggs. beardies lay eggs without the need of a male, obviously they are not fertile. Make sure to keep an eye out for any signs of eggs. You may also notice a slow reduction in activity as she may go into a stage of brumation, which is basically a form of hibernation for lizards, it usually happens around the winter months.