My brother uses a portable pop-up tent sauna as he is battling ALS. I would have two thoughts:
1) he had a similar experience in the beginning, we now pre-heat the sauna for 10-15 minutes before he gets in. Try that and see if you get a sauna sweat!
2) if you do that and still don't sweat after 20 minutes (and it feels hot inside) there may be a different problem - which I have no clue how to deduce but something along the lines of dehydration I would think.
He usually does it for 30-40 minutes at a time. But proceed with caution you don't want to over-do it. Probably better to go slow and steadily increase.
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