The following research combined exercise and sauna use comparing it with only exercise for the benefits of cardiovascular function (Lee E, et.al., 2022).
The researchers measured blood pressure, cardiorespiratory fitness, fat mass, total cholesterol levels, and arterial stiffness.
The participants were an average of 49 years old with low physical activity levels, and at least one traditional cardiovascular risk factor.
The results of exercise and sauna use showed greater change in cardiorespiratory fitness, lower systolic blood pressure and lower total cholesterol levels compared to only exercise.
I recommend that you use a traditional Finnish dry style sauna instead of the infrared sauna, since the traditional style sauna can reach higher temperatures and has more research showing several benefits.
Lee E, Kolunsarka IA, Kostensalo J, Ahtiainen JP, Haapala EA, Willeit P, Kunutsor SK, Laukkanen JA, The effects of regular sauna bathing in conjunction with exercise on cardiovascular function: A multi-arm randomized controlled trial, Am J Physiol Regul Integr Comp Physiol 2022 Jul 4.