Russian Sage - Blight or Mold?
According to experts at the University of Washington, "Russian sage plants like a well-drained soil and need to have a warm to hot, sunny position in the garden. If the soil is too wet, root rot can occur." Consequently, it might not be possible to grow healthy Russian sage plants in the location you have described.
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The leaves shown in the photos have been damaged by insects called four-lined plant bugs. The black spots mark places the bugs have pierced the leaves to feed.
Plant bug damage
More about four-lined plant bugs: