I tried different approaches. If I simply start the map with my hero, the skill levels up properly. Everything works. But if I load from this save, the skill doesn't level up. If you promise, I'll level up the necessary skills for the Sage class, because later having additional points for magic and knowledge will be beneficial.
P.S. My hero won't be level 11. I promise it will be by level 20! ;)

I checked the starting save again. I took Nela and used codes to immediately level her up in two classes: Sage and Warrior. Everything works normally.
The manual has the following information about the ban:
"A class can be banned in the game. To do this, you need to find the Classes ban section in the Data\TE.ini settings file and change the value for the banned classes from “0” to “1” (see Note 4)."
But considering that everything works after restarting from the map, the reason is probably not that the class is directly banned on your computer."
Everyone who has problems with classes not leveling up from the start should check this file!!! And it's very easy to check: Shakti learns the Scout skill from the scholar and becomes Speedy, you need to immediately press H and see the scrolling text!

The Sage class bonus on the arena will be taken into account.
But there is a small nuance. When creating arenas, the heroes placed on them are not exactly as they are! This applies to specialists in attack (Kreg and Gundula), defense (Tazar, Nela, Mephala), shooting (Orrin), and intelligence (Aiden, Andra, Ellezar).
Their levels are automatically reduced, which means your hero will have +6 to magic power and knowledge, but the amount of mana will be as if your hero is not level 21, but only level 7 (only if it's Andra, Aiden, or Ellezar).