Susanoo Arrow will Pierce Gaara's Sand. Susanoo Arrow has shown to Always
what it makes contact with from the simplest things:
The tip of the arrow reached the other side:
In the top left panel the manga shows you Sasuke Susanoo from the front view and Shows Kabuto and the Pillar from the back side to show you that the Arrow with ease penetrated.
Many people attempt to use the fact that the Pillar was not destroy as a measure of Susanoo Arrow's power but the fact that the Pillar was not destroyed shows that it stands with it's attended purpose, to Penetrate
. Pierce is a style of attacking that is fulling based around penetrating defenses. Not destroying it through impact or explosion. The best know example I can give is this:
Sasuke's Chidori Pierced clean through without destroying the tank, while Naruto's Rasenghan exploded the back side:
Susanoo arrow being able to Pierce something as dense as Hashirama's wood style:
Along with the fact that so far in the story it has been shown to be an unblockable
attack. Gaara's Sand is not blocking this.