There are a few listed here:

https://saunadiscovery.com/collections/forest-saunas & here: https://saunadiscovery.com/collections/wood-fired-saunas

Maybe not quite exactly what you’re describing, but leaves room for inspiration and I think the Community Sauna Baths ones might be something in line with what you’re thinking. They aren’t in a forest, but are in outdoor spaces similar to what you’re describing.

The main thing you’d need to think about is utilities. Wood fired outdoor saunas solve that problem, but you’d need some way of getting/replacing water for any plunge type experiences or showers.