The blue salvia usually sold as an annual is Salvia farinacea 'Victoria Blue'. I would expect it to overwinter easily in a climate like San Diego. White sage is Salvia apiana, sometimes commonly called Salvia blanca in southern California. I have never heard of Magia salvia, sorry.

I googled salvia magia and got that salvia divinorum stuff...

I thought it sounded like Baja Blanca, but I believe those flowers are white.
Rose