All these replies and not a single person has referenced Apple’s own recommendations:

https://support.apple.com/en-ca/HT204508

Ambient temperature while you’re wearing Apple Watch Ultra: -4° to 130° F (-20° to 55° C)

So it depends on the sauna temperature.

• Ability to connect to car Bluetooth or even CarPlay
• Features and functionality in general that allow me to simply leave my phone at home.
• True all day battery even when putting the watch through a workout, the above in-car connectivity, phone calls, etc.
• Blood pressure monitoring