I loaded up MELPA and see sage-shell-mode listed. I don't know if this will solve the problem, but I've run into problems before with multiple package archives loading.

Here is a function I use to clear the list of packages and add MELPA. Don't forget to refresh the package list after this:

(defun my-package-load-melpa-only ()
  "Load package manager with MELPA only"
  (interactive)
  (if (eq nil (featurep 'package))  ; check if package feature is loaded
      ((require 'package)
       (package-initialize)
       (message "Initializing package manager")))
  (cond (
   (boundp 'package-archives)
   (setq package-archives '())
   ))
  (add-to-list 'package-archives '("melpa" . "http://melpa.org/packages/"))
)

I loaded up MELPA and see sage-shell-mode listed. I don't know if this will solve the problem, but I've run into problems before with multiple package archives loading.

Here is a function I use to clear the list of packages and add MELPA. Don't forget to refresh the package list after this:

(defun my-package-load-melpa-only ()
  "Load package manager with MELPA only"
  (interactive)
  (if (eq nil (featurep 'package))  ; check if package feature is loaded
      ((require 'package)
       (package-initialize)
       (message "Initializing package manager")))
  (cond (
   (boundp 'package-archives)
   (setq package-archives '())
   ))
  (add-to-list 'package-archives '("melpa" . "http://melpa.org/packages/"))
)

Then I would try finding the package in the package list mode (package-list-packages) if installing the mode still doesn't work.