Hi there,
Here is what I learned.
For liability: coverage comes from the policy of my primary residence. The property with the sauna that I occasionally rent is a secondary residence.
For property damage: the sauna would be covered under my home insurance. They did not require any extra inspections or require me to do anything.
I believe AirCover would be the first line of defense. https://www.airbnb.com/aircover-for-hosts It has property damage and liability.
So I am going to move forward with allowing folks to use the sauna. I will include in the House Manual that it is new, a link to standard health precautions, and that guests can use it at their own risk.
Still I'm interested in what other hosts do....
Cheers,
Pele