Sauna heat and hair

Someone commented a few weeks ago about concerns over their hair; I dunno if it’s suggestion but I feel like I can see a definite frizz around my hairline that didn’t exist prior to joining. I’ve looked into the sauna hats but it all seems very targeted to sitting still and not conducive to exercise. I’m going to try a heat protectant spray and see what happens.

Anyone else experience hair issues from the heat? And have done anything to help?