Karst Hydrology - river, system
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I don't think that the Karst subterranean rivers will be stable over hundreds of thousands of years because the river will dissolve the rock over time, especially if the river is a large one. But a small catastrophe could have triggered a number of sinkholes and perhaps a small rise in the bottom edge of the river. This sort of scenario could allow for the river to disappear at its upper end, the reappear at the foot of a large limestone cliff. If the desert is at the top of the cliff, then the sands could occasioanlly cascade from the top of the cliff as well.
And there is a whole host of magical reasons for a disappearing / reappearing river, but all of them generally require some sort of long-term energy input:
A god / wizard / other decided that the fertile land that is now desert offended them for some reason and dropped a portal across the river to bypass the land, drying it up. In this case, if the portal passes things other than water, it allows for fast travel across the affected area. Sounds like this is exactly the opposite of what you want.
Similar concept, but the portal either runs through a massive time dilation barrier (in effect, it takes thousands of years for the river to flow through that section) or an energy barrier (huge turbulence or temperature shreds anything trying to pass the barrier).
The river runs through a tunnel specifically created for the river. This tunnel was created and is maintained by whatever agency deemed it necessary. An an example, an aquatic race living in the river had to take drastic action to construct a roof over their river as the desert sands began to sweep in to prevent apocalyptic destruction of their homes. Another example would be strife between two god-type beings that resulted in raised land and destruction across the disappeared area. One of the two (or a third agency) protected the river to preserve their favored agents downstream, resulting in it holding its position as the land was churned and rose above the river. This scenario results in the river being a special gift to the downstream agents (and their successor groups, if any).
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