Saving seed of New World Sages
Seeds of New World sages are hard to come by because bumblebees abort the pollination process by poking a hole at the base of the flower to get at the nectary glands. The altered flower can't be pollinated later by hummingbirds.
What is often called seeds at the base of the calyx is the inflated gynobase, the platform that the seeds develop on. If this "seed" has an irregular look, especially with four pits or depressions in a square pattern, it is not a seed. Salvia seeds are oval in shape and come to a point at the end they had been attached. They may have ridges towards this end, if all four of the seeds had been formed.
If formed, they will fall out soon after ripening, since the calyx dries our into a rigid cylinder (and remains on the flower stem, an important visual clue of successful pollination). There usually is not a ring of hairs (an annulus) to hold seed in after ripening
The seeds are usually shiny black or dark brown when ripe. If they are moldy (from rain or heavy dew), they will not germinate and will contaminate healthy germinating seeds.
So in you want to collect seeds, check each day and monitor persistent calyxes that fatten up and turn golden. Look inside the calyx for 1 to 4 developing seeds that will turn at least dark brown when ripe. Pinch the end of the calyx together and pull down, then place the collected calyxes and seed in a tray to fully dry and ripen. Remove moldy seed and chaff, then store in a paper envelope.