Answer: If they are "true bugs", then they feed with a piercing/sucking mouthpart, not chewing jaws, and the sage has been chewed up. Slugs, sawflies, Japanese beetles, and other beetles can leave this sort of "evidence" behind. Since you don't see anything feeding on them, I vote for slugs, which prefer to feed in the dark, when it's cool. You can catch them by surprise if you visit the sage with a flashlight this evening.
To prevent further damage, dust the plants with diatomaceous earth (DE), which slugs don't like to touch. DE is available at most garden centers and many mail order gardening sites. Best of luck!
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