Paint on a concrete walkway will never last very long, and adding sand would definitely make it chip faster. The correct way to do it would be to stain it. I would use a good stain instead of what you get at the big box stores. Then seal it. Concrete sealer you can get anywhere. You can add some sharkgrip to it for the non-slip you are looking for.
If we're talking a cast iron radiator, it's a good process.
First you need to remove the old finish. You can get it sandblasted, or you can get in there with some sandpaper for a few hours. A wire wheel on an angle grinder can get out a good bit, or you might have luck with chemicals to strip them. If you do use chemicals, you'll have to wait for them to totally dry, then sand the bare metal of the radiator just to make 100% sure all of the residue is gone and the surface is rough enough.
Next, you'll want to clean with a deglosser, to make sure all the sanding residue is gone, along with any other junk in there. The paint won't bond so well without it, and with something that expands and contracts as much as a heater.. you want to make sure it's thoroughly clean.
Now it's time to protect your walls and floors. Get a drop cloth, cut a slit in it and slide it over the unit. Tape it to the walls, tape it to the floor, and tape up as much of the slit you made as you can.
You'll then need to prime it, and you'll have to chose the primer based on the paint you end up with.
Time for paint. Oil based paint should hold up, but you'll probably have better luck with spray enamel paint. Use many thin coats rather than few thick coats. Make sure to read the specs on whatever paint you decide on, make sure it can withstand up to 220 degrees - Just to be safe.
Alternatively, maybe you can look into building a radiator cover.
Best Answer
The caulk mentioned in your comment appears to be a typical latex "painters caulk". It should accept paint just fine, with no bleed-through. I'm not sure what's happening in your case.
I'd get a quart of a high-grade primer such as a Zinsser product. There are plenty of good ones. Cover just the caulk and blend into the wall. Let that dry well and try your topcoat again.
If you painted over the caulk entirely you may need to use a paint remover to clean that up first.