I'm not sure about oregano or sage they both do well in my zone 5
I have had some luck with some perennials that need warmer winter weather than I have here by putting flat stepping stones near the base of the plants ,seems to keep the soil just a tad warmer
also when I have lost a perennial herb it is almost always due to the too wet conditions over the winter into spring, so good drainage is a must.
good luck adding to your herb collection