Does anyone have experience with Röger or this particular sauna ?
I've also contacted some local electricians .... and they would run a cable tray along the ceiling for the 400V connection. I suppose that's normal in the German concrete homes ?
I don't have experience with the company or that sauna - though it looks pretty low on those pictures, and it seems to have two rows of benches roughly at the heights where a finnish sauna would have the first/second row, so the third one is missing.
As for the connection, you can have the cables laid inside the walls - but unless somebody thought about that and prepared a duct that'll mean cutting a deep slit along the complete route, putting the cable in, and closing the wall again - it's dirty, loud and expensive. So unless there's a good reason for putting the cables inside the wall on top is often the more sensible option.