No I don't sauna usually unless I swim, which I don't usually. I have heard its good to sauna before exercising. I have heard it's not good to go after exercising. Not sure why, and don't quote me because I don't remember exactly.
I find that sometimes after a warm / hot bath, I feel SUPER lethargic and low energy, and yucky. Maybe try drinking some cold ice water, or splashing your face with ice.
Curious to know why your brain doctor suggested the sauna? For relaxation?