They will come true as long as there are no other coccinea forms around. The trick with collecting seeds of Salvias is that they don't hang around long and fall out shortly after ripening, so collection is a daily chore.

hawkeye:
I work at a local retail nursery there are labels that
always have wrong information. These tags are made for
all over the U.S. so the information is not always accurate
because of rain,soil type and general cultural differences.
Many of the tags are made at a tag manufaturer. One nursery I worked at we made our own tags so there was local information on them. It was my responsibility to
keep information updated on our tagging database as well.
Were I work at now does not have that capacity.
Art

Hybridsage, so true I bought some $3 S. leucantha at Wal-mart. The pot and generic plant info stick both called it "Blue spires". Didn't fool me. I always cruise the GardenCenter at Wal-mart, I got a 6 pack of true "Blue spires" for $2 not long ago.

Sounds to me as though the tall plants are not Lady in Red but ordinary S coccinea. I grow both and even in this climate (but not this year!) S coccinea reaches 3ft or nearly, but Lady in Red rarely exceeds 18 inches. As I understand it, it is a selection or hybrid which is more compact and more floriferous than the species. This being the case its seeds may NOT come true even if there is nothing around with which it can hybridise - but if, as I suspect, what you have got is the species with an incorrect label, it will be fine if you have nothing for it to cross with. As far as I know, if the seeds are viable it doesn't matter where on the plant they come from - choose ones which are ripe, shiny, plump!

Seeds need to be dark brown or black, and will fall out within 36 to 48 hours of ripening. There is no annulus of hairs in the calyx tube to hold in the seed, as is the case with Monarda.