Are you hydrating yourself adequately prior to, during, and after your session? Malaise and general achiness can be a sign of dehydration.
Keep this in mind about sweating: you are using a dry sauna as a opposed to a steam sauna. The humidity in your sauna is probably about 10% (or less) so any sweat you produced is absorbed by the very dry ambient air. You're probably sweating considerably sooner than you think but the sweat is absorbed by the ambient air so quickly you seem not to be sweating.