Measuring and understanding brittle failure at the (sub)-grain scale is a key challenge to unravel the initiation of system-size failure in rocks. Recent developments in synchrotron X-ray diffraction techniques enable non-destructive in situ measurements of crystal lattice orientation, elastic strain, and stress at grain to intra-grain scales. We used scanning three-dimensional X-ray diffraction to study the stress evolution in Berea and Fontainebleau sandstone cores deformed under triaxial compression. Experiments were conducted at the European Synchrotron Radiation Facility (ESRF) using the Hades apparatus, which allows simultaneous triaxial compression testing and X-ray data acquisition. Stepwise axial loading was applied to the samples while maintaining a constant 10 MPa confinement. Diffraction scans in quartz provided time-series stress maps across a core transect with a 50 $\mu$m resolution. Results reveal progressive internal stress buildup consistent with macroscopic loading, accompanied by reorientation of local stress tensors that increasingly align with the bulk macroscopic stress. Significant stress heterogeneity is observed, reflecting non-uniform load distribution across the sample and the presence of initial residual stress. This heterogeneity grows with increasing loading and forms spatially persistent patterns that resemble force-chain networks in granular materials. The increasing heterogeneity and spatial persistence of the stress field may control the development of tensile microfractures, ultimately leading to macroscopic failure. Used in combination with dynamic X-ray microtomography that captures the three-dimensional strain field evolution, scanning three-dimensional X-ray diffraction emerges as a powerful tool for quantifying heterogeneous internal stress and provides additional constraints on stress at the onset of microfracture initiation and propagation.