I cannot stand that heat.... The sauna at the gym would set off my Lateral Femoral nerve (MP--damage from a C-section many years ago), fairly quickly. I loved to sauna after a work out.

Also hot baths are out for me too. I only use lukewarm water today. Too hot a bath and my feet go off into constant pain for days afterward.

I think people are going to be different with this hot/cold thing. So start off carefully with no extremes or long times doing it.

I do use ice treatments for my back and ankle sometimes. No longer than 20 minutes though. I use an cold gel pack that I keep in the frig freezer. Cold treatments like this are recommended for some arthritis patients, but only if done for short periods of time. Use of cold too long can be dangerous to tissues, if your circulation is poor.
They tend to quench inflammation.