I think it is ok to take a sauna, not too long, to help along releasing the toxins. The same with the exercise. I wouldn't do any weight training but low level cardio will help sweat and keep your metabolism high.
I myself have been doing the same interval cardio but for shorter time. Am also doing yoga.
Are you doing the Salt Water Flushes? that is plenty of salt, i think for a body to process.
Also, make sure you are drinking alot of water in addition to the lemondade.
On my last two flushes the first 3-4 days were the worst, but i got a big pickup in energy around day 5 and after.