That’s what the thermometer in the sauna room says 
When you step into a hot sauna room, the air is dry. It’s very hot but it doesn’t burn. The real heat comes when you throw water on the stones: then you get hit by a wave of hot steam.
When the thermometer reads 90C and I throw just enough water, the steam hits me hard enough that my nervous system goes “into reverse” so-to-speak: I start feeling cold, all my muscles tense up to the point of impeding breathing a bit, and I start shivering. It’s a strange effect: intense heat confuses your nervous system enough that it starts convincing your brain you’re going into hypothermia. It only lasts for a few seconds as the steam wave hits you, then you go back to feeling very hot as usual. It sounds strange but I like it, and that’s what I’m after in a sauna.
Few sauna rooms are hot enough to give you that feeling, but the one in my house is very small and the sauna is cranked all the way up to achieve that (since it’s my sauna, I do what I want eh.) At any rate, I do that, and my implants are still alive and they don’t get uncomfortable or anything.
That’s true, but it ain’t happening in a sauna. It’s strictly convective heat. Since it’s what @kauppakassi was asking about, he can rest assured that his implants will not get any hotter than his body.
Also, an implant is under the skin: it’s unlikely to pick up radiative energy that the skin above won’t filter before it reaches the device. UV light for instance will typically be absorbed by the skin as it doesn’t penetrate very far. So even if you go sunbathing, you’ll get sunburnt but you won’t get a hot implant burning you on the inside.