Sauna's are a no-no since you cant really set the temperature on low. But hot tubes are basically supped up bath tubs. As long as its warm and not steaming hot you should be fine. I went into a hot tub earlier in my pregnancy and it was luke warm like I keep my bath tub and my baby is fine. :)
you shouldnt get into any hot tubes wol pools or suanas at all
You shouldn't go into the hot tub if it is too hot. Your body should be able to tell you what is too hot and what is okay since during pregnancy your body is very sensitive to that kinda thing.