Pour the vodka, lemon zest, and sage leaves into a jar and shake well. Keep the mixture in a cool, dark place for a month, shaking gently two times a week. After a month, prepare a simple syrup by boiling water and sugar. Strain the infused alcohol into another jar, add the simple syrup, and mix thoroughly. Store the liqueur in the freezer. It is best to taste it after two weeks; it will become smoother with time.