I have had a tag in my sauna for the past 2+ years, and every now and then I take an extra tag with me for various comparisons and experiments, so I do have some experience. Some of the experiences/observations I have:
- A human is a terrible thermometer; I could barely notice a difference between two positions in the sauna, yet the difference exceeded 10ºC
- The temperature variations inside a sauna are huge, especially close to doors and windows; a tag in my sauna on the wall 30cm from the door will show about 3ºC colder than a tag right next to it (further from the door), despite being closer to the stove (the door is between the stove and the tags)
- The height affects the temperature a lot (as @otso pointed out), though I observed this with an infrared thermometer rather than a tag (you can more or less notice this yourself, the temperature at your feet is much lower than the temperature at your head, which is a lot considering the 1st point)
- Walls are surprisingly cold, by hanging a tag from the ceiling 20cm from a wall I get about 7ºC higher reading than on the wall at the same height (for this reason my Saunatag is currently hanging from the ceiling at roughly head height; I get more precise readings on temperature changes as the cold walls are not “dampening” the temperature changes, though the tag is on the opposite wall to avoid it getting too hot)