Yep, it is expensive if using electricity. If using a wooden sauna with firewood grown by oneself, it's another thing. Probably should include a long explanation of the Finnish sauna culture.
Anyways, in the countryside, where I'm hoping to once have my cow, we have a sauna that is warmed with firewood. The firewood is practically for free, if you don't count the hours spent making it.
I'm thinking of this as a way to solve the coming milk situations which may arise with two cows producing full milk amounts during summer months. This could be a way to get rid of scrap wood and turn the high milk yields into cheese. So the energy is actually not so much of an issue.
My experience tells me that a sauna will heat up water in a few hours to so hot that I cannot touch it with my bare hands. And I mean cold water, around 10C. So, assuming the summer day is around 25C, I would have to raise the temperature by 5-15C (for meso starter) - or less if using cow warm just milked milk. Pretty sure that would be doable, if I can just control the sauna temperature enough.
I'm thinking "double boilers" so that when I reach target temperature, I could use a same-temperature water proxy to keep the milk from warming up too much, and when I want to heat it up, discard the proxy to quicken the process (no risk of too quick, I assume).
I think the temperature might be an issue with firewood though... if I miscalculate, it's not easy to quickly alter the temperature... unless I open doors and windows and let the cold air come in from outside. That might work. Well... a lot of questions in my head, but I wanted to share these thoughts in case someone has something to add.