It is very hard to identify the problem since the symptoms are in the initial stage. You have to incubate the leaves in wet paper towel to see any fungal growth. Also, you can check the spores using microscope.
Symptoms of rust (Puccinia salviicola) on sage
Peronospora lamii on Salvia officinalis Swollen base of the conidiophore. Conidiophore and immature conidia. Branches of conidiophore.
Spores of rust (Puccinia salviicola)
Leaf symptoms of Peronospora lamii on Salvia officinalis (sage).