TL;DR
As written, your stories are probably too big to be properly agile. However, you can't work on dependent stories until you complete their prerequisites, so if you can't do an import until you have 100% of all data sanitized then you would continue to work those stories in subsequent Sprints before getting to what you're calling "Sprint 2."
Analysis
As described, your workflow just doesn't seem all that agile. User stories should be vertical slices of functionality. While there may be a valid reason to do data sanitation and imports in separate Sprints, in all likelihood you've failed to define INVEST stories. So, revisiting your backlog items is probably the first step.
However, if we assume that you have have the right stories, and that you aren't able to achieve the Sprint Goal defined for Sprint 1, then the story is not done. You should review this during your team's Sprint Retrospective to see if you can identify process issues that led to this result.
The entire unfinished story goes back onto the Product Backlog for refinement, re-prioritization, and re-planning. In this case, since you currently have only two stories, and the second story is presumably dependent on the first (unfinished) story, then you will likely need to continue working on refined data sanitation stories in the next Sprint.
Recommendations
Refine your stories until you comfortably deliver a vertical slice each Sprint. Perhaps you'd sanitize and import user data in the first Sprint, current product information in the next Sprint, and back catalog items in a subsequent Sprint.
Since I don't really know anything about your data or your real use cases, these are just examples. The point is to refine your stories until each one is largely independent of the others, fits within a single Sprint, and can be tested to ensure it meets your Definition of Done.