Thank you Marilyn and Kermit. I'm thinking about experimenting with this one. It is fairly close to the house so it is shielded from much of the wind, it's planted fairly deep and has a top dressing of 2-3" of black mulch, so as far as frost protection I think the roots will be fine. It has been watered regularly all year - no drought stress - and the bed is new 50/50 top soil/compost we brought in when we built the raised beds so it is is very well draining.
Since the clump is large enough I think I will divide a small portion and treat it as I would a Dahlia, just to see how it fairs. What stays outdoors I will mulch a bit and see how it does.
I know the cost of replacing it is negligible but there's just something about wanting to help plants survive, knowing I did all I could. When one dies it's an opportunity to try something else that in turn may help other plants thrive as well, since the lessons learned are transferable.
In spring I was considering moving it to another location, but I think I will try the "Rhythm & Blues" there instead and leave this one where it is (it does a good job deterring mosquitoes along with herbs specifically selected & planted in a planter nearby).
The new location will also become home to 3-4 other Salvias of various colors. Perhaps this coming summer our hummingbirds can enjoy real nectar rather than feeder fast food.