Perhaps spurred by the deaths of her father in 1933 and her sister, from tuberculosis, in 1934 (Anne had joined Kay and her mother in Italy in the 1920s, and the sisters became quite close during Anne's final illness), Sage left her husband in 1935 with plans to build an independent life as an artist; they obtained a papal annulment of their marriage several years later. In December 1936, as she prepared to leave Italy and move to Paris, Sage had her first solo art exhibit, six oil paintings shown at the Galleria del Milione in Milan. In "A House of Her Own," her 1997 biography of Sage, Judith Suther describes these works as "experimental abstract compositions."