Sent folder for Gmail in the Mail.app sidebar (might be under a
[Gmail] heading in Mail depending on how you set it up) then go to the
Mailbox menu in the menu bar and look down near the bottom for the
Use This Mailbox For menu.
Sent in there and that should make the Gmail-based Sent folder the default place for Mail.app to save outgoing mail. It will also appear to move that
[Gmail]/Sent folder out of the Gmail section and up to the top-most
Mailboxes section below
After you do this you may notice you now have a section in the Mail sidebar for
On My Mac folders, and a
Sent folder in there. This is the folder that previously was containing all messages sent via Gmail but stored locally. Feel free to copy all the messages out of there and into the new default
Sent folder (which will copy them all up to the Gmail server).
PS - This process works for
Trash as well, so you can map the Gmail Trash to be used by Mail.app. You can also do it for
Drafts but I've seen some weird behaviour where Gmail/Mail.app doesn't delete drafts after sending a message and you get a ton of them stacking up in Drafts, which is why I usually leave Drafts as a local-only folder.