RuuviTag is IP67-rated, which means that it can be submerged briefly. Longer term submersion would void the warranty, but some people have been taping over the breathing sticker and enclosure opening to make tag more waterproof. I would also add a bag of desiccant inside the enclosure. Please note that leaving RuuviTag in water for long periods of time is at your own risk.
As for wiring external sensor, it would require some coding and soldering. I have modified some RuuviTags to have external sensors taking a normal USB cable, cutting the connectors off and using the 4 wires to carry power + data. I drilled a hole into enclosure and sealed it off with hot glue. Soldering to the test pads on bottom of RuuviTag is doable, but I’d practice a little bit on some prototyping boards before working on the tag. Here is one example by @jari.isohanni : Temperature measurement outside the tag - #3 by jari.isohanni
Placement of tag in sauna is critical for the temperature, @Scrin has been running the demo at lab.ruuvi.com for years and might have some advice.