Ask Mr. Smarty Plants

First, we need to define terms. Once again, the Curse of the Common Name has struck. In our Native Plant Database are two very different plants with the common name "Texas Sage."

  Leucophyllum frutescens (Cenizo)

Salvia texana (Texas sage)

We are betting you are concerned with the Cenizo, a lovely blue-gray leaved shrub that is endemic to Texas,  growing mostly in West and Central Texas. From our webpage on Salvia texana (Texas sage):

"Salvia texana, at first glance, is very much like Engelmanns sage (Salvia engelmannii), an herbaceous perennial up to one and a half feet tall with purple-blue blooms, but Salvia texana has a longer bloom period and its smaller, darker flowers are topped by unopened green buds. It shares a common name, Texas Sage, with Leucophyllum frutescens, more often known as Cenizo, a very different, much larger shrub. Salvia texana is a denizen of limestone soils from north-central Texas south to northern Mexico."

Neither plant is native to Las Vegas NV, so it may very well be that incorrect growing conditions are causing the problem. 

Generally, when leaves turn yellow and it is not the season to do so, it means chlorisis or an absence of some needed nutrient from the soil.

From a previous Mr. Smarty Plants answer on chlorosis:

"Yellowish leaves could indicate chlorosis, or lack of iron being taken up by the plant from the soil. This is often caused  by poor drainage and/or dense clay soil, which causes water to stand on the roots. Again, this could  be a problem caused by planting, perhaps without any organic material added to hole, or damage to the tiny rootlets that take up water and trace elements, including iron, from the soil."

Follow each plant link above to our webpages on the respective plants, comparing your growing conditions in Nevada with those considered appropriate to each plant. From the growing conditions for Leucophyllum frutescens (Cenizo):

"Humidity and high night temperatures are lethal. Cenizos should not be fertilized or over-watered."

The growing conditions for Salvia texana (Texas sage) shows it is a low water plant and: 

"Soil Description: Found in limestone soils of consistencies ranging from sandy to clay and rocky caliche."