We and our Canadian family had summer cottages on a vast lake amoung a hundred other woodland lakes in northern Ontario. Recently I learned that area looks exactly like Finland. No wonder there was a large Finnish population there, which produced the carpenters who built our rustic cottages, along with a "steam bath" sauna by the lake for each one. Now I have my own steam bath in Maine.
I used local northern white cedar for the interior sauna room purchased from a sawmill here in Maine. Clear for the benches and notty for the walls.
I used cement board on the walls behind the stove (set off the aluminum wrapped walls by 3/4") and then metal roofing with a 1" air spaced by rockwool blocks. I used vinyl transom windows on the sides and buffed the heat contact by making inset wood/glass windows with pieces of silk scarf trapped between two panes. The bench design came from Youtube videos from Finland pro sauna builders site. The changing room is all pine.