I cannot make a list of salvias that will be good in shade anywhere in Australia. Warmth and moisture will also be a big factor. It generally needs to be shade with light and whether or not there is root competition comes into it. Even the planting time will make a difference as to whether you can establish salvias well under trees and whether or not the trees are deciduous.
In general the majority of salvias tolerate part shade, they are a very adaptable plant. A salvia recommended for desert like conditions is saying it wants sun, so they obviously will not be good in shade. Planting under birch trees which give winter light will be different to planting under a gum tree. Sometimes the plants will not be as tidy grower if it wants to lean towards the light. Occasionally the lack of light will mean less flowers. A few salvias demand shade.
If you have two areas of the same plant, one in shade and one in sun, the planting in shade will flower a week or two later.
One of the most useful, except for humid conditions, is salvia forskaohlei. In time this plant will have very large leaves that are great ground covers. Evergreen foliage is low. Spikes of purple flowers keep coming in warmer weather. There is also a white forskaohlei but it is not as vigorous as the purple.
Taller plants are salvia ‘Black Knight’ and involucrata Bethelii.