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Please tell us what salvia you are growing.
At my house in the sand... plenty of mulch ensures that the stems root, and I get additional plants for the landscape.
In the clay garden in town... I can't recall the mulch ever being a problem... this recent cold winter... and the home owner's excessive cutting things back... may have been a problem, will know more in a month or two... but clay and mulch? It hasn't been a problem in previous winters.
Re: mulch keeping the soil dry? I've observed that effect as well... Mulch when the ground is wet, holds moisture... mulch when the ground is dry... stays dry.
Edit:
I would not add sand to the clay.
I would not add organic amendments to the planting hole.
The extension service has done experiments with adding organic amendments to planting holes, and found that they keep the roots wet in the winter... and dry them out ahead of everything else in the summer.
If you amend the entire bed... Different deal.
Adding sand to clay... is said to create concrete... Everybody tries it... Nobody reports success.