Pineapple sage is sadly described as having a hardiness rating of H2.
RHS says "tolerant of low temperatures 1-5 C but not being frozen. Grow: Outdoors, grow in light, moderately fertile, humus-rich, moist but well-drained soil in full sun and shelter from cold, drying winds

S greggi is considered hardy H4 [-1 to -5C] so that should be ok. do the bark test by scratching a bit with your thumb nail. if it is green underneath then it is alive.

Bog sage i have had more problems with on clay i think the names misleading l think that out of the 3 you mentioned greggii would be the most hardy and most colours. I tried pineapple sage but it even died in greenhouse but they can be usually found every year in herb sections of garden centers. I visited robin at robinsalvias one year he's on bagshot sand what a difference that made to growing in the ground. Of course you grow in containers but most seem to outgrow them quite quickly. In my case out of the dozens I've bought over 20 years only a few have been survivor's.

Thank you for your replies. I'm sure I've lost the Pineapple Sage which I bought as hardy. It was in a sunny spot, in well drained soil, but not protected. The frosts have done for it. I might be lucky with the S.greggii, one stem is a bit green, perhaps I should protect it. The Bog salvia is fine but that is in a pot close to the house. I can see how it spreads. Should I split it? It has filled the pot already & it was only put in it in September.