It should be relatively safe, the most important thing to watch for is the placement of the tag, further away from the stove (kiuas). As far as I remember, the tags can handle up to 85ºC with the extended temperature range battery. The temperature on the walls and ceiling near the stove can easily exceed 100ºC, I measured up to 120ºC on the ceiling, directly above the stove using a IR-thermometer, so I placed my tags on the other end of the sauna, where the temperatures are much lower (mine is actually between the door and a small window). This obviously applies to tags with enclosures as well.
Moisture and condensation in general shouldn’t be an issue as long as the tag is “pre-heated” as the sauna warms up, rather than bringing the tag to the sauna with you as you go, this is because the dew point occasionally gets really high, meaning any surface below that temperature will get water vapor condensing into water on it, and in my graphs, you can see that the tag was always much warmer than the dew point, so no condensation should happen.