It looks like powdery mildew, but I've never had it on sage so I can't help you there...sorry. I get it on my cucurbits usually late in the season when there is more moisture in the air and I spray with diluted milk, or Safer brand fungicide(depending on the severity). I don't know what the fungicide would do to your sage, but maybe the milk would help?

It looks like powdery mildew to me, too. When you look at it in person, does it looks like something that you'd be tempted to call "powdery mildew"? If so, it probably is.

I've also successfully used diluted milk (10:1 water to milk, skim milk preferred but not necessary). I've also had luck spraying with chamomile tea, and with a handful of other remedies that the Internet had to offer.