@Audur0
Tell them that you are mystified that they would feel entitled to a hot tub while it wasn't even offered in your listing. If it had been, then they could also expect it to be working.
For future bookings be on the safe side. Go online and add in writing in your description that there is no working hot tub. If it is the structure that looks like a separate terasse with high walls, then I would remove the prominent picture with the winter view (you already have fotos with winter views, so it won't be missed). Best would be if you could cover the hot tub with a wood plank floor so that it is more like a look out station.