When I went to an overone masterclass with Jill Purce in London a few years ago, I had a bad experience with sage smudging. We (about 25 of us) were in a room with all the windows closed & she started the day by smudging/clearing with a big bunch of sage. As it so happens, I had a bit of a cold (unusual for me) and when she got to me, the smoke went right into my lungs & I started to cough my guts up!
I had to go out in the garden even though it was pouring with rain. I never got over it, and had to go home at lunchtime.
I never did get to finish the class as the dates now coincide with Wimbledon!