Litter training a dog: New litter, new problems

Another day, another litter. As you'll recall, I'm trying to litter train Sasha, and I've yet to find a litter that works. We've tried recycled newspaper pellets (she ate and played with them, non-stop), I'm told pine disintegrates into a yucky mess, I don't want to try clumping litter because she eats everything and it could swell inside her stomach or worse, so yesterday I went for regular clay cat litter, non-clumping.

Results: Sasha did try to eat it, but since it's clay, she didn't like it. Next, the terrier in her came out and she stated digging, and digging, and digging through the litter. Litter everywhere. So I moved the tray outside, to her outdoor pee/poo area, and am continuing with the puppy pad inside. I'm going to continue with this litter outside, for a bit, and may change to clumping litter if and when it becomes clear that she doesn't risk eating it.