hot smoker vs cold smoker? i imagine with the sauna plan you mean hot smoker? I can see the temp requirement being VERY different between a smoker and a sauna!
I saw a great sauna at the greenman festival in Wales... it was an old 47KG gas bottle, laid on its side. with a cage welded to the upper side for rocks, feet on the underside, and the tap-end cut off and hinged to give an opening to feed-in logs. the whole thing was inserted into the side of a yurt (oh, had a flue pipe in the top too), with the hinged door end on the outside of the yurt.
for a smoker, I really want to make a cold smoker out of a shed... it would consist of a fire container, like a barrel/bin, with a pip coming out of the stop.... which is then buried a couple of inches underground, and then rises in the floor of the shed. By the time the smoke gets to the shed, it'll be nice and cold, and wont cook the meat.
HTH