To make the gravy, heat the oil in a large skillet over medium-high heat. Add the sausage and break it up into small clumps as it cooks. When the sausage has browned, add the flour and stir to evenly coat. Stir in the milk and bring it up to a simmer. Simmer the mixture for 1–2 minutes, or until the milk has thickened. Stir in the salt and pepper. Set aside. To make the pancakes, combine the flour, salt, baking powder, and baking soda in a medium-size bowl. Add the shortening and blend it into the flour mixture with a fork or pastry cutter. The mixture should be crumbly. Add the milk and buttermilk and stir until you have a batter. (Don't over-stir; you should have tiny lumps from the shortening.) Fold in the sage. Set a lightly oiled griddle or large skillet over medium heat. Add about 1/4 cup of batter to the griddle to make each pancake. Cook until bubbles start to form and the bottom has browned, about 2–3 minutes. Flip and brown the other side. Repeat with remaining batter. Keep the pancakes in a low temperature oven, covered with foil until you're ready to serve them with the sausage gravy.