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I haven't checked to see if it is producing seeds or not (I only have one and don't know if it is self fertile), but if it does have seeds I'll let you know. Failing that, High Country Gardens sells plants of this species.
There is one caveat to the "grows perfectly well" comment. When we moved into our house, there was a row of spirea bushes planted along the foundation on the south side. I dug those out and filled each of the holes with a 5 gallon bucketful of fine sand. The Giant Purple Sage is planted in one of those spots. The eaves on the house are wide enough that, unless the wind is blowing from south, that area doesn't get much moisture from rain. In other words, it is in a very hot and dry spot throughout the summer. I don't know how well it would do here if it was out in a regular flower bed. That said, it has easily survived 20 degrees BELOW Zero temperatures. It is even evergreen throughout the winter. Although maybe "evergray" would be a better description. LOL.
It's generally frowned upon to collect plants from places like the Mojave, so it's probably best that you didn't try that anyway! My experience with them is that they do not appreciate a lot of moisture, so if you're anywhere over 30 inches of rain per year I suspect you'll need to have really good drainage in order for them to do well. High Country Gardens lists that they can survive up to 30-40 inches of rain per year "with care" which I've always interpreted to mean perfect drainage. The farther you are below 30 inches of rain per year the more you can get away with poor drainage, but in Ohio you're going to need to be really careful on that.
You could always make a nice raised bed for it if you really wanted it. If you spend enough time on the High Country Gardens website you'll find plenty of other good-drainage loving plants to put with it and fill up that new bed! LOL