Sauna heater conduit from heater to sauna wall
Every electric supply house I have been to sells LFMC by the foot, it's about $2/foot. Call it "metallic liquidtight", if you call it LFMC they often look at you funny and don't know what you are asking for.  I wouldn't even try a big box store and chance getting something imported that doesn't satisfy UL360 and NEC 501 as specified in your document.

I would stop the NM before entering the sauna, NM is not allowed in "damp" locations, and I'm sure the sauna would qualify as such. Being in a junction box that opens inside a damp location is normally interpreted as in the damp location, and I wouldn't attempt to argue that with an inspector.