Sage translations can be obtained from the sage-translations repository.
Where do I have to place the mo files in a sage 9 project? Can I automate downloading the language files? Can the wp cli do this as with other plugins or themes or core?
I cannot comment on the automation part (also interested) but an easy way to implement the translation would be to place the .po / .mo-files under wp-content/languages/themes/sage-xx_XX.