What Is A Sauna & How's It Different From A Hot Car Or Exercising In Hot Weather?

I'm trying to pin down what's special about saunas for therapeutic usage

With cold showers, apparently cold exposure isn't the same (just going outside in freezing weathers) but it may have some overlap in benefits

So I was wondering with saunas, is the air humid?

How is it different from being in a hot car in humid weather, or exercising outside in humid hot conditions?

Is humidity essential to the sauna experience?

So I am looking this up online, so far a couple quora answers don't seem to suggest much is different between a sauna and hot car - one objection is that you can't control temperature, but you could put AC on or open windows so you should be able to regulate it a bit.

Ok, another post indicates that saunas are actually low in humidity - so could you get the same effect by being out in dry hot places?

Another comment suggests saunas have stoves with water to put in the air - so again, I don't know how much humidity they have. It looks like it's pretty low.

But temperature wise one page says they get up to like 200 degrees Fahrenheit. Cars don't get that hot I don't think. So that's one issue. But are there still positive effects at cooler temperatures in a hot car relative to a sauna?