Try all of them. S. spathacea will need shade, but you already know that. S. columbariae has a broad range outside of Calif., well beyond the Mediterranean precipitation regime, and it may do well. It's an annual, so it'll sleep out the winter. Look for Rich Dufresne's posts. He has lots of experience with growing Calif. salvias outside of Calif.

ccroulet:
Thank you again !I remebered see one of your post about this. I will also look for Rich's also.
I will try all three plus the yellow form of spathacea
Art

If I had to guess, I'd say these CA sages would be the ones that could take more cold and moisture in central TX. Gravel's fine but acidic soils aren't, they need like it slightly alkaline.

Salvia columbariae
Salvia leucophylla
Salvia mellifera
Salvia munzii
Salvia sonomensis
Salvia spathacea

I'll be moving my greenhouse to a sloped area on sand this summer, which will make it more amenable to California sages. I will also be able to plant sages in the ground again. That means I will be able to trial new sages.

It looks like it will take about a year for my new setup to get going again.