The end of the frag and the rock may need to be dry for superglue to work. Try dabbing the end on some kitchen towel.
Coral glue would be better.
If you have any epoxy putty you could make a frag base.
Super glue gel doesn't work too well with soft corals. This is because soft corals can change shape easily. Your much better off using the toothpick and rubberband method to secure the frag to a base.
I've done this a good few times... If the coral is freshly cut, then yes, the slime can be dipped in sand, but leave it "loose" so it adheres to the coral before glueing to rock.
If the frag has already healed, then spread superglue gel on the end and dip in sand, and allow to dry first, before a second layer of superglue is applied to the frag, which can then be stuck to the rock.