It is artificial, as you say. It is,however, a very good means to detoxify (when we are not fasting).
We can use a sauna safely during a short fast or during the first days of an extended fast ONLY. If you use a sauna after the first 4 days while fasting you risk fainting, or any other cardiovascular accident of any seriousness. Keep in mind that the body is keeping your internal temperature. It has to fight to keep your organs not too cold, not too hot..that takes energy, a lot of energy... Sauna would be enervating, or dangerous.
If the body decides to run a fever on its own... Now,that is different.. It would be naturally created by its own internal system.