I absolutely love saunas and hot tubs, and steam rooms, and natural bubbling geothermic pools. As a type two, re any physical experience, I have to bear in mind that my blood glucose may be affected during and after, but the general sense of well-being, and a happy healthy blood glucose reading in that state in the aftermath makes it all worthwhile.
I have enjoyed reading this thread, and adding my two cents worth on the Finnish and Swedish sauna thing - any Swede in my immediate vicinity looks very puzzled at the idea that it is a 'thing'. Both countries love saunas, as a generalisation, but all acknowledge that it is the Finns that truly establish it in their lives, in their homes and town planning, and therefore in their country. Is my understanding.
Sigh. Making me long for freezing cold water, snow, ice, and a lovely sauna....(not really the bitterly cold water!)