Is a Sandman still a Sandman if it's tags are gone???

Yes. But not worth the premium that a Sandman pulls. Its value is now the same as a Belmont with the same specs.

Is a Sandman still a Sandman if the chassis doesn't match???

I think Holden got it wrong by splitting the body and chassis and not putting all relevant numbers on 1 component that can be used to ID a vehicle.
eg. HK, T, G have the tags and body number on the body so to smash it and replace the front sub section. No worries.
Smash a HQ - WB you loose the body/chassis number.
Having said that, I still think it is a sandman with a chassis change but not worth as much.

Is a Sandman still a Sandman if it has had a body swap???

No. The tags were put on the body shell. That body shell is the vehicles soul.