Just a reminder for you: anything containing cement will hold water until reheated. The water will return to the cement when it cools, as it draws moisture from the air in the form of water vapor, which condenses into liquid. This is due to the cement being porous. It will create humidity in the smoke chamber on initial and subsequent firings, but this will disappear when the cement has heated through.
If a solid slab of concrete mix were to be used in the pan, it needs to be heated through slowly to avoid thermal stress fracturing and the possibility of violent, large/multiple fracturing (similar to what happens when a concrete floor is heated too quickly, say with a cutting torch, accidentally of course [speaking from experience] or firing a
charcoal chimney resting on a concrete floor...basically an explosion occurs from rapid and uneven thermal expansion of the material).
Fire-brick is a different material than cement mix altogether, and uses coarser grained material. It is designed for high temp applications, but is intended as a thermal insulator to slowly absorb and release heat. It has loosely bonded porous characteristic, and will also retain some moisture, though this should release more quickly during reheats.
Pea-gravel, being small, is less likely to create safety problems from heating, is inexpensive, low porosity, easy to use, easy to wash before initial use, and amounts can be adjusted at will or removed and placed into another container. Sand, while meeting most of the criteria that gravel does for use as a thermal sink, is more difficult to wash in preparation for use without the aid of a screen, hence why I haven't used it myself. The "play" sand sold in hardware stores may be washed, but if it's anything like the pea-gravel I have (washed, also), it does consist of small to fine-grained particles (sediments), and with gravel is easily washed out in a pan with running water. It probably doesn't really matter, but when used in a cooking environment, I wanted to reduce the possibility of contaminants as much as I could. Oh, of course, season your media of choice with heat before cooking with it.
$5.00/bag for pea-gravel here at the local hardware store, and one bag will fill about 5 - 6 large water pans...I could load all of my vertical smokers with pea-gravel and have a lot left for next year. It just made sense to me to go with gravel...KISS method, so to speak.
Eric