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There was Cubao Sauna (behind Sogo on EDSA), I have no idea if they've permanently closed or what, and there also is/was Happy Sauna near SM North, I also am unsure if they're still open.
Along C-5, near-ish Eastwood, I visited two pre-pandemic (I haven't been in the area in a while), but I remember there was on in the building beside Metrobank, and the other one on the 2nd floor of (I think) Madison Square Libis.