Are you able to take cuttings and keep them frost free. It is meant to be hardy down to -5C so you could try lifting it or you could add a mulch at the base to help keep it dry and protected from the cold winds, especially when frosts are forecast. its the cold and wet that does for them really.

S caradonna is another that doesn't like winter wet.

Have sowed some seeds and they have sprouted but at moment all the stems are flowering so can’t take cuttings? Could lift it and put in cold frame?

I am lifting my Salvia Amistad and putting it in the cold frame Amsterdam ... it's also a tender one, and too tall to leave in the ground and cover with mulch!

Thanks Sheilabub- will dig up tomorrow.

All the salvia cuttings I had in my coldframe were demolished by slugs. So I now only put plants in there that I know won't be eaten. Good luck with yours. Mature plants probably do much better.