chris
No longer a newbie, moving up!
it would condense inside the bag...
Condensation occurs when warm moist air meets a colder surface. If you put the camera in the bag in drier colder conditions than the sauna (which should be just about anywhere outside the sauna) and then take it in you will not get condensation inside the bag. You may well get condensation on the lens port, at least until it reaches ambient temperature in the sauna, but that can be wiped off. The air in the sauna never gets to the camera so moisture from it cannot condense on the camera. The camera will become warmer inside the sauna than it was when you put it in the bag so any moisture inside the bag will not condense on the camera.