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Archimedes Banya in South SF is a wonderful Russian bath house. There are 4 or 5 saunas of varying types, two hot tubs, a warm pool, and a cold plunge. I've been going there for at least 6 years now and it's always been fantastic. https://banyasf.com/

There are these sauna blankets[0] you might want to consider. It's basically a bag you lay in that uses infrared to mimic a sauna. I'm not affiliated in any way and have never used one so can't attest to its efficacy.

[0]https://stylebyemilyhenderson.com/blog/infrared-sauna-blanke...

SF has one of the best saunas I’ve ever been to: Archimedes Banya in Dogpatch. Tons of pools and sauna rooms at different temperatures, private rooms, food, outdoor balcony, and so on.

I haven't been here, but you could do it up _Rounders_ style...

https://banyasf.com/

This is a good one. Just be aware that it is clothing-optional.

There are a bunch of places. Mostly spas and gyms

Gyms usually have it. Most 24h Fitness Super gyms have it. Check out the gyms' websites.