Can I have an MWBC plus another circuit in the same junction box?
Yes - but you must carefully mark the &quot;Sets of wires&quot; to associate them - specifically to tell the next installer which hot(s) go with which neutral.
I'm a little gobsmacked that you know all about MWBCs but you seem stymied by not knowing how many amps a sauna draws vs how many amps a toaster draws.  Not rocket science.
You have some &quot;dedicated circuit&quot; problems here.
First, the furnace requires a dedicated circuit, as per NEC 422.12. It can be one half of an MWBC, but the downside is, if something trips the other half of the MWBC, the furnace is out for the duration.  MWBCs must land on handle-tied or 2-pole breakers.
Getting the furnace off the MWBC might be a worthy addition.   Make that a simple 15A circuit.
Kitchen receptacles also must be on dedicated circuits, and they must be 20A.  But they can still be one leg of a MWBC.  You may ask &quot;Can I run a MWBC with a 15A and a 20A leg?&quot; The neutral would need to be #12 wire, but - aw heck, who cares? Since your house is conduit, you can simply upgrade both legs of the circuit.  Certainly the (12A?) sauna will be better off on a 20A circuit than a 15A.
The wire typically used is THHN wire, and it's readily available by-the-foot many places.  Note you cannot remark a white wire to be hot, so you'll need appropriate colors.  Gray is an acceptable &quot;alt&quot; neutral color, but not all places sell that by-the-foot.