I had exactly the same problem. You can partly circumvent it by using math versions, i.e.

\setmathfont{version=default,TeX Gyre Pagella Math} %
\setmathfont[version=sansserif, Numbers=Lining, Scale=MatchUppercase]{Candara}

and then use

\mathversion{sansserif}

to switch back and forth.

Math versions are however not compatible with the range= argument, which probably renders this approach useless. For myself I actually quickly put together a version of Tex Gyre Pagella Math which has all serif latin letters and numbers replaced by sans serif versions from Tex Gyre Heros. Not everything works, e.g. \sqrt has a problem, but for simple math it seems to be fine. You can download it here: http://n.ethz.ch/~thomasu/download/TeXGyrePagellaMathSans-Normal.otf

I had exactly the same problem. You can partly circumvent it by using math versions, i.e.

\setmathfont[version=default]{TeX Gyre Pagella Math} %
\setmathfont[version=sansserif, Numbers=Lining, Scale=MatchUppercase]{Candara}

and then use

\mathversion{sansserif}

to switch back and forth.

Math versions are however not compatible with the range= argument, which probably renders this approach useless. For myself I actually quickly put together a version of Tex Gyre Pagella Math which has all serif latin letters and numbers replaced by sans serif versions from Tex Gyre Heros. Not everything works, e.g. \sqrt has a problem, but for simple math it seems to be fine. You can download it here: http://n.ethz.ch/~thomasu/download/TeXGyrePagellaMathSans-Normal.otf