Yes, I was recently on the NS and had a Thermal Spa pass for the week and there is a steam room and a sauna that is for the use of Spa guests only.  There are also several different type of showers in the Spa too.  There was an interesting horizontal shower where you lay down and the water hits you.  Interesting shower.  But there is definitely a steam room and also a sauna too.  Enjoy!  The thermal pool is wonderful!!!!
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