Proper sauna use?

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about 3 months ago got tired of being fat so joined a swimming pool and been losing weight. nwo do weights after swimming and started joining friends playing football or squash but always want to keep swimming.

pool has a sauna which i never used at first but then got curious about.

swim 40 mins different stokes hard as i can every session, 4 times a week.

at first i would swim solid then sauna.

then went for a phase of, swim light 20mins, sauna then go hard remaining time

currently sauna first (strech at same time if quite) then cold shower after swim.

what is the best way to get the most out of the sauna?

mostly trying to keep loosing weight but would not mind continued muscle growth.