I built a super cheap "traditional" dry sauna. It's basically an electric burner, a pot to increase surface area and humidity, a 25 foot roll of thermal foil, and a sleeping bag as the ceiling. I disassembled the burner, removed all the plastic pieces, and short circuited the safety cutoff. It's jank AF, but in the end less than 100$. AFAIK there aren't any dry saunas under $1000 - the heater alone is ~$200. Mine is also portable, so it's in the garage in summer and in the laundry room in winter. There are portable infrared saunas for ~$100, but most studies are on the "dry" type. I rubber band a block of ice to my phone and do my reading/social media in there, so the time cost is reduced.

https://i.imgur.com/Lml7Vms.jpg

About 1 year in and I haven't burned down the house... yet.