You can't use that switch, but you don't need it.
You can't use it because it's not UL listed. The shady supplier admits this rather cleverly, saying the switch is CE (China Export lol), but the enclosure is UL listed. rolls eyes Getting a UL listed BOX doesn't make the switch OK.
But it turns out there's nothing wrong with simply installing two receptacles on a 240V/30A circuit. Well, that was easy!
Just don't run the dryer and sauna at the same time. Done!
Oh wait, two little glitches.
First, the sauna needs GFCI protection. Second, I bet you have the obsolete and dangerous 3-prong dryer connection, and those aren't allowed at all anymore, because they can kill you (whether the sauna or dryer is plugged in - worse for the sauna!)
And I bet you don't want to pull a retrofit ground or a new cable from the panel, or else you wouldn't be here.
Fortunately, we can kill 2 birds with one stone.
There's a rule that says you can install a grounded receptacle, even if it isn't grounded, as long as it's behind a GFCI device of some kind. So that's what we do.
- We install a 30A, 2-pole GFCI breaker back at the panel. And then,
- We install TWO (count 'em, two) of the modern, new-fangled NEMA 14-30 receptacles.
- And we label both receptacles "GFCI Protected. No Equipment Ground".
- Oh yes, and we change the dryer cord to NEMA 14-30, and very important here, follow the procedure to separate ground from neutral at the dryer. Otherwise the dryer can still kill you.
- And we change the sauna cord to NEMA 14-30. Now if it has a ground wire, we put that on the ground pin of the NEMA 14-30. That's very important too. If you left the ground pin on neutral, the sauna could still kill you (as it can now).
Just like that we're sittin' pretty. Legal as the day is long.
The second socket can be anywhere, but there's no way to get rid of it altogether. As soon as you hardwire the sauna, it becomes a hardwired load that is >50% of total circuit load, and receptacles are not allowed at all, so that knocks the dryer off.