Don't run the ozone through olive oil when using it in the sauna. You only need to put it through olive oil when you're breathing it. Since your head is sticking out of the tent and not in contact with ozone there's no need for olive oil. The ozone will be too weak after you run it through olive oil to do any good in the sauna.
I use a fan directed to the side of my face to make sure that I'm not breathing in any of the ozone that escape from the sauna.
Just run a tube into the sauna from your ozone generator an keep it close to parts of your body you want to focus on. Keep in mind that ozone is heavier than air, so the ozone will sink to the bottom.
Organic olive oil is not needed, but should be better. I assume any toxins in the olive oil will be neutralized by the ozone. But I'm not sure of this.