As far as I know (please correct me if I'm wrong), лазня in Ukrainian = парилка in Russian. If that is the case, then the correct English translation is steambath. A steambath is not actually a sauna.
лазня - moist heat, сауна - dry heat
Yes, so that confirms my theory! Will report next time I do this sentence.
For sauna (dry air) we say сауна. Лазня is with moist air which is same as баня in Russian.
I thought баня is what the whole bathhouse establishment is called.
This can also be a bathhouse or a banya
bath - sauna - лазня - баня? no?
I think that баня is more Russian than Ukrainian for лазня. Please correct me.
You're right. The word лазня is used only to emphasize that you differ from everyone that uses the regular word баня)
A steam room is just one of the rooms in a лазні. There is also a dry hot room, a cold room, hot/cold spa/jacuzzi, hot/cold pool, turkish bath, showers, food/beverage service, etc.