I want to point out Sanchez had some excellent games and was Colombia's best player for years and years before Pekerman took over because he's a defensive midfield powerhouse. If he's played in the right role with the right expectations he will do well. The question is whether or not Sherwood wants to use that kind of player or not in his tactics.
Getting used to the league is a big part of it yes. But language and communication is a even bigger part. Can anyone else on the team speak spanish? Much less the defenders or midfield? People like to say that Football is a international language but on the defensive side of things it's just not. If you can't understand your teammates and talk to them in a way that's inteligible you're going to suffer, especially when playing under high pressure. This is generally where Sanchez looks bad. Mostly against Arsenal.