Our sages will go through the winter with mulching, don't know how much colder it is where you are, try it though it may surprise you. It will get bushier with pinching back early in the year, will give you more flowering stalks. It is a beautiful plant. I am going to make myself an herb garden next year. Planning & marking areas now, gonna get soil from the cow/horse pasture to winter over & be ready for spring. I have marjoram, oregano, borage, lemon balm & 4 different types of mints just growing wherever now, most I didn't ever plant!
Jody