Helena, is that Salvia guaranitica Van Remsen form? If so, it originally comes from James Van Remsen's garden in St. Gabriel, LA.
Grow them out and save the plants. I've found that volunteers that make it are usually plants that do well for the climates they appear in. A lot of the hybrids from California don't do well in North Carolina, but my found hybrids seem to have a wider range of viable growth. Donna Dittman's mexicana hybrids do better in Louisiana than they do better for me in NC.
I found a seedling in a pot of S. miniata that was blooming next to a Wendy's Wish that I am curious about.