Ultimately your choice of name is up to you, but here's something I've been thinking about recently with regards to my current choice of name and how I'm thinking to change it.
Matty is close to my girl name and that's what kinda drew me towards it (plus it was the name of an old good friend of mine who died a few years back) but now I'm thinking it's just a little too close to that name that if people were on the fence about wondering if I am female or male (I'm pre-everything) a name that can sound close to a girl's name wouldn't really help much.
Maxwell would be fine if you used the full name but if people (or yourself) started calling you the shortened form, Max, it could be ambiguous; like Sam or Jamie.
The choice in the end is entirely yours, I'm not telling you it's a bad name, in fact I love the name! My baby brother is called Max

, I'm just giving you my 2 cents based on my current quest to find a better name for myself. If you're super confident, and don't care if people are confused, especially if they openly ask, then take my 2 cents and deposit them in the charity box of your choosing

. Maybe you already always pass and that doesn't matter anyway! But if confusion in others might cause you some anxiety, I would be very sure about your choice before you have everyone start to call you it and then have to change again if it doesn't work out.
I really love the name Callum but while it's a common name in the UK, it seems to be fairly uncommon in N America and I find a lot of people saying the name like "Call 'em" which is wrong (should be Kah-luh-mm). So even though it's common where I'm from, the fact that it's not so common in N America puts me off and I don't want to have a name people struggle with and say incorrectly. And again, Callum shortened is Cal, which is also a girl's name!
It's fun this finding a name game, eh?
As for middle names, I don't feel like they necessarily HAVE to fit together. If you like the name, then go with it! I know more people with middle names that don't really flow at all that folk who have great flowing names, and at the same time, my girl first and middle name flow quite nicely but I've never really bothered with my middle name unless I have to for official forms.
I'd say to maybe avoid Sage though. I'm not sure if you're aware of the coffee make Maxwell House, but folk call it Maxwell. Your name could start to sound like a grocery list if you had Maxwell (coffee) and Sage (and onion stuffing) together.