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Thinking a bit on the topic led me to an idea: you can write your formulas in any editor which generates latex as output (something like what is used in LYX), and then write a code that converts latex formula into python or sage. Generally, in this way it may be possible to use LYX itself as a frontend to Sage (this presentation gave me this feeling). LYX is just a typesetting frontend, though. This may require a lot of coding anyway.
Thinking a bit on the topic led me to an idea: you can write your formulas in any editor which generates latex as output (something like what is used in LYXLyX), and then write a code that converts latex formula into python or sage. Generally, in this way it may be possible to use LYX LyX itself as a frontend to Sage (this presentation gave me this feeling). LYX LyX is just a typesetting frontend, though. This may require a lot of coding anyway.