If you are not consuming enough salt or water then this could attribute to why you feel crappy. You also should not overdo how long you spend in the sauna…the more you overdo it the worst you will feel. People might be pretty hardcore about sauna’s where you are from but I would only do it for short periods of time.
Another problem is your body releases a lot of minerals when you use a sauna. If you were to address some of these deficiencies then things might not be so bad.