If you have Salvia 'Wendy's Wish', I think it would probably grow outside in the winter with some protection from occasional hard freezes that get really cold.
@LynneHTx is or has grown it in an area not too far from your location, so maybe she will see this and give information. Check it in the ATP plant database to confirm if what you have is the same plant. Not sure about the leggy part. Maybe that was natural after blooming? It just may be a plant that needs occasional grooming to stay neat.
