"Вони зараз у лазні."
Translation:They are at a bathhouse now.
Translation of 'zaraz' must be at end? 'They now are at the zoo' marked wrong.
I think in English this word order would be wrong (not a native speaker)
They are (now) at the zoo (now) are fine.
Is a sauna in Ukraine a building you go to, or is it just a room you sit in? I answered "They are in the sauna now", which was marked wrong.
Your answer is totally correct.
Your question is tricky though :) I would say most likely "лазня" is a separate building (sort of a hut) that is private, just because it sounds more traditional. If it's a room in some sports center or beauty parlor that would actually be called "сауна" O_o
1) "sauna" is accepted
2) "right now" is the part that did not get accepted.