What is a Sauce course?
It's almost certainly made up. A user who has edited nothing else on Wikipedia added it in this revision. There has been a lot of other vandalism in the full history, some of it caught and reverted, some not.

Cigars were added in this revision by an anonymous user, and someone helpfully capitalized it (rather than reverting, sigh) in this revision.

Without any sources cited, it's pretty difficult to tell whose version of the five-course meal this was supposed to be, but for what it's worth, before the "sauce" and "cigars" vandalism, the courses were soup, fish, main course, dessert, and cheese, which sounds pretty sane to me.