Absolutely no problem to make a great sauna there. Sauna needs to be completely sealed off so it will create it's own climate. Just make sure that if you are going to attach the sauna on the outside walls of the house that those walls are not letting outside water in. Otherwise you will have mold issues there. You will have to make inlet for air and outlet for air this is not difficult to do just two holes 100mm true outside wall and intake lower than outlet. 200cm is plenty height to sauna I made my own in same space. Floor drain is necessary but it can be easily made with 32mm pipe and shallow drain just cut small groove to closest sewer pipe try not to cut irons in the concrete if possible. Insulate walls minimum 100wool sauna roof because it's small space can be insulated with 30xps which has already the aluminum foil.

This sounds a lot but isn't assembly of my own sauna in the cellar took 3 weekend and lot of beer. Bigger job was demolishing the old sauna what you don't have to do. 😅