From what I can tell, they're similar, but not the same (at least traditionally). Sawmill gravy was made with cornmeal, not flour, and resulted in a somewhat gritty gravy. It was served as a hearty and inexpensive meal to the men who worked in sawmills. In today's modern world, it seems the terms sawmill gravy and sausage gravy are thought to be interchangeable, however traditionally, they're not.