From the 2nd site I linked that listed hardiness zones:
"It has been known to spread by rhizomes but under most conditions stays neatly where it's put and where hardy will return year after year."
I think both sites say it's similar to Black & Bloom, which is a blue salvia that spreads by rhizomes. Can't be certain it's what you have, but it sounds like probably yes. Getting more jealous!
Edit to add a link to Black & Bloom Salvia:
https://www.monrovia.com/black...
