Sage is a personal thing for me, nothing to do with the specifics of SFQ.
I prefer to look at this as creating connections, as opposed to placing "things" in a space. For me, when I light a candle, I say a personal prayer to higher spirits or the master's energy. If it is very early in the morning, perhaps dark, it creates a presence for me. I feel I am sharing my experience, and not alone. Everything is energy. Smoke has a vibrational energy to it. I have some sage that was given to me, that is from a very sacred place. It happens to have a very high vibrational energy to it, and is great for purifying a space, but again, connects to something. I could say the same about a plant, and nature, or a special thing from a special place. Candle light has a different energy to it than a light bulb,,, my prayers bring something else through. Just like the exercise, and calling in the master's energy. Your interior space is most important. Saying the words "I am in the Universe, the Universe is in my body, etc..., creates an interior space/place/feeling. Think of a candle, or incense, as a tool. You don't need them to meditate or relax. They are tools you can use, or not. Sitting in the dark of early morning, connecting to the universe, and opening your eyes to dawn's light is also great, and requires no tools, or a candle. There are no rules here. Plenty of room for personal preference, choices, creativity. You want to be comfortable in your space, and you want your space to support your exercise/meditation, or allow you to better relax, or enhance you spiritual experience...There isn't a set formula to this. It can be similar to the virtual compass idea too. You may do things specific to how you feel at the time, like, what's the best direction to face...