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Cold and hot exposure is definitely very interesting...
I don't have easy access to a private sauna and don't like going to public ones, so no hot exposure for me. However, I have been taking cold showers 6 times a week (I get 1 hot shower a week as a reward, please don't call me weak for that...) for about a year now, and also started doing 10-15 minute ice baths once a week since the beginning of this year. I don't really notice much difference in terms of health improvements, but I do feel that I'm able to endure the cold better during winter. I also noticed that my pollen allergies seem to be gone this Spring, as previous Springs, I always had moderate runny nose and mild sneezing; none of that this Spring.
Still on the 6 cold showers + 1 ice bath per week routine, hoping that it does boost my immune system as advertised.