it would be a lot easier to put the sensors inside of the sauna an the electronics outside.
also, since the sauna is fixed and has lights, you can tie in power without batteries. For what you ask, batteries are more of an advanced project and are not required in this application. desired, maybe, but since you are in close proximity to a power source, not required.
as a note, the fresh air intake is low and MUCH colder than the warm air at the top. the difference from floor to ceiling can be as much as 20 degrees.