Diana,
There is an old adage, "if it moves and it shouldn't, use Duct Tape. If it doesn't move and it should, use WD40."
I've used WD40 for quite a lot of stains on clothing, furniture and even cleaning my hands after a greasy session on my bikes. It's fantastic for getting chewy out of your hair, or off your pants if you sat on some.
I see no reason why it wouldn't clean a stain off a sail, if it's of the waxy kind. The other thing that comes to mind is Eucalyptus or Tea Tree oil.
The other thing you could try is using a clean cotton cloth, wetting down the area with water, then using a hot iron CAREFULLY on the cloth to see if it heats the stain and loosens it off enough to soak into the cotton cloth. Be really careful that the sail doesn't get too hot though, so best do it gradually, only holding the iron on the cloth for a few seconds at a time. This works well to get glass stains off timber tables too.
Hope something works! Or, you could just sail around with dirty sails like I do.....