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This is the, aptly named, Dog-vomit fungus, or Fuligo septica.

They have reached the sporulation stage. This is quite the beneficial creature, though. They feed, strictly, on bacteria. Likely, they are present because your plant has a bacterial infection. This "fungus" is doing what it can to help you rid your plant of that infection. Treating with a fungicide will be a good idea, here.

This article will help:

https://www.gardeningknowhow.com/garden-how-to/info/using-fungicides-in-garden.htm

It is too late to thin them, but they were planted too close together. Salvias can get quite large and even more so with pruning. Likely, if you prune, they will grow bushier and crowd even more.

At this time, it will be best to leave them to grow until flowering. After flowering, you can deadhead for another round of blooms.

Next year, I would make sure to plant them, at least, 8 to 12 inches apart for the best flower set and growth.

Here is an article that will help you to care for Salvias:

https://www.gardeningknowhow.com/ornamental/flowers/salvia/growing-different-salvia-types.htm

That should be fine. Here is more:

https://www.gardeningknowhow.com/plant-problems/disease/get-the-cure-for-powdery-mildew.htm

Prune away damaged leaves and stems right away. Try to resettle the roots and re-cover them, and perhaps stake the plant until it gets strong again. Any damaged roots should be trimmed away before you cover the roots with soil. Here's an article with some tips about wind-damaged plants:
https://www.gardeningknowhow.com/plant-problems/environmental/wind-injury-to-plants.htm

While some salvia cultivars handle all kinds of growing conditions, if they get a ton of water, too much fertilizer (high nitrogen) or not enough sun, they might be a bit reluctant to bloom profusely.

They will do best in ground. This particular Salvia is hardy down to zone 3 or 4, so you have some room in case it does get overly cold this year. It is up to you, whether you choose a container or to plant it, but it is hardy in your area.

This article will give you information on the general care of Salvias:

https://www.gardeningknowhow.com/ornamental/flowers/salvia/growing-different-salvia-types.htm