The article is not very good, but the overall direction seem to check out quite well with other research. There seem to be a proven correlation between inflammation and depression. Furthermore anti-inflammatory drugs seem to provide efficient anti-depressant care in some cases. They would lover your body temperature too.
Conversely I can imagine regular visits to a sauna to affect chronic inflammation processes in your body in some way and then potentially affect the depression too.
Overall I have a strong feeling that depression itself is very akin to fever: a symptom of a very wide range of different problems that require different treatments. Sometimes just the symptomatic care is sufficient, sometimes it's even essential or else you die. Anti-inflammatory drugs are a thing and so are the anti-depressants. But studying and treating depression as a distinct disease probably makes no more sense than studying and treating fever as a distinct disease.
Conversely I can imagine regular visits to a sauna to affect chronic inflammation processes in your body in some way and then potentially affect the depression too.
Overall I have a strong feeling that depression itself is very akin to fever: a symptom of a very wide range of different problems that require different treatments. Sometimes just the symptomatic care is sufficient, sometimes it's even essential or else you die. Anti-inflammatory drugs are a thing and so are the anti-depressants. But studying and treating depression as a distinct disease probably makes no more sense than studying and treating fever as a distinct disease.