Is there a way of enabling case feed in a full sandbox? The setting does not show in the Customise | Cases | Support Settings
Usually if a feature is not enabled in a sandbox, this means that the sandbox was refreshed before that feature was available in the corresponding production org. WRT case feed, that would imply your sandbox pre-dates winter 14 (as far as I recall).
You can try asking Salesforce support to activate the feature in your sandbox - I've had mixed success with this, as most of the time they won't do it and tell me to refresh my sandbox instead. Its worth a try though.
If "Case Feed Enabled" is not available on support settings then can you try going to Customize==> Chatter ==> Feed Tracking and enable the feed tracking for Case (also select the fields you want to track).