Osage orange/Hedge/Maclura pomifera
Burns hotter than any other wood in the world. Common in much of the US. Has some popping/sparks and leaves some ash. Well seasoned oak will burn long and clean with very little ash to clean and no sparks coming at you. Also splits nice where hedge can be much more difficult to split. Locust is between the two but has huge thorns. Different people prefer different woods for different reasons. If you have space to store your wood on the south side of a wall with clear plastic/old windows you can dry it yourself.
Given a small space and relatively short use window I think you probably would want clean fast burning wood for a sauna. Maybe even cedar or other scented wood for at least part of the burn? Could also be too hot with hedge or locust.