You don't list your zone, so it's hard to say. Here in Denver, those would all be hardy in ground, though some of the colored sages are less hardy. They'll lose leaves, but bounce back in spring. We do occasionally lose some sage in spring, due to randomly fluctuating temps once it starts to warm. If you can straw mulch outside, it should help.

It,s twin cities it must be 4 or is it 5 now though last winter was bad.

Your best bet might be to contact your county extension and ask them if they can overwinter inground, probably with some protection. A good local (not chain) nursery may be able to tell you too. Are they in pots or in ground now?