While both sauna and Water Fasting have benefits- combining the two could be deadly due to the possiblity accelerating an electrolyte imbalance. If you are liquid fasting , like the monodiet - master cleanse- you will be better off but still could end of ending the fast early due depleting your system of a broad range of electrolytes and other minerals.
Read Detoxify or Die by Sherry Rodgers. She suggests broad range of detox cocktail to use when using the sauna so as to replace nutrients. I believe someone else wrote something to that effect on this board previously and a search might help you.
I had been advised to not undertake hot baths, sauna, or whirlpool activities as they are too taxing to the body while fasting by a professional.