The biggest challenge I see with this sort of trailer design is getting all the layers in with proper spacing.
For the vapor barrier to work, the insulation has to be installed. Without insulation, you will create a moisture trap and rot out the wood. The space needs to be a space that doesn’t let air move through, and it is crucial to make sure your insulation fills the entire framing cavity.
BW Sauan Co Does a great breakdown of the eight layers that go into a proper sauna.
https://bwsaunaco.com/heat-layers-of-a-trailer-sauna/
As they write:
Framing – It is the fitting together of pieces to give structure, support, and shape. Headers are built over windows and doors to support the roof load.
Furring strips – These are used to separate the wood paneling from the exterior wall, to give an air gap for the space to breathe. It helps to dry the wood and is crucial for reflecting the heat back into the room.
Foil Vapor Barrier – This is applied over the framing in the hot room areas. It serves as a vapor barrier to the exterior while also reflecting the heat back inside the room.
Wall Paneling – Commonly used as cedar T&G, but many different forms of paneling can be used. This is the outer layer of the interior, which is a wood that can soak up steam and deal with heat absorption without any type of long-term damage. It is also highly resistant to fungus, rot, and decay.
Sheathing – 7/16″ OSB sheathing applied over the framing, which holds everything together and prevents the building from ever swaying or bending. It’s used as a nailing base for your siding materials as well.
Insulation – This is the unit’s insulation. It’s a standard fiberglass insulating material and works to trap air and slow the transfer of heat.
Maintenance-free siding – This is the outer layer of the structure. It’s a fully waterproof, maintenance-free siding option and is available in many different colors/styles.
Breathable Membrane – This is a breathable, water-resistant membrane made to resist moisture and release water vapor and works as an air barrier to the structure.