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)