I am not sure, if I understand that right, but here in east germany a sauna is about sauna. And fkk is fkk(nudism). And sex is about sex. And surely people are combining it, but I have not heard of a gay "sauna club". That is, I do not know any sauna club at all. I am just in a telegram group, where a privately owned wellness place announces the next days when they are open for people (limited). And general talk around sauna/wellness. Nicer atmosphere, than in the big puplic ones, when you do not own your own sauna, which I would usually prefer.