Obviously it is possible to assign any latex text to derivatives by using the ' derivative_func' -option of the 'function'- procedure.
Below I have addad an example that I have executed in the SAGE V63 environment.
var('z')
def dfx(self,args,*kwds):return dfxdz(z)
def dfy(self,args,*kwds):return dfydz(z)
fx=function('fx',derivative_func=dfx,latex_name='x')
fy=function('fy',derivative_func=dfy,latex_name='y')
dfxdz=function('dfxdz',latex_name='\frac{\operatorname{d}{x}}{\operatorname{d}{z}}')
dfydz=function('dfydz',latex_name='\frac{\operatorname{d}{y}}{\operatorname{d}{z}}')
dgdx=function('dgdx',latex_name='\frac{\partial{g}}{\partial{x}}')
dgdy=function('dgdy',latex_name='\frac{\partial{g}}{\partial{y}}')
pdev=[dgdx(fx(z)),dgdy(fy(z))]
xf=fx(z)
yf=fy(z)
def pderivg(self, args, *kwds): print "args:",args; print "kwds:",kwds,pdev[kwds['diff_param']]; return pdev[int(kwds['diff_param'])]
gf = function('gf', latex_name='g',nargs=2, derivative_func=pderivg)
g=gf(xf,yf)
deriv=g.derivative(z)
show(deriv)