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I would say describing Sage and Warwick's relationship is complicated because Warwick has a crush on Sage but Sage might not/ might have a crush on Warwick due to the fact she tries to trick him.
But there is nothing going on between the both of them,since Sage doesn't really show in during the episodes accept for tricking him.
In the Opening Knight, You can see that Sage tricked Warwick which might be a sign of her having a crush on Warwick and trying to get closer to him in some way. Also In the first episode it is also revealed that she had a crush on the PRINCESS but later on in the series he revealed he liked sage.