PS I see that you are in Europe.

I am in California where the law caps the temperature of saunas so I cannot get heated enough - I cannot get the sauna to be as hot as you would expect it to be, say, in Finland.

The more t contrast, the better - and usually, after being in a really hot sauna, it is easier to take a cold plunge. But here it is impossible.

So you probably do not have such laws and thus you can reap the benefits of contrasting t by going to a place that has a sauna and a cold pool. Hopefully such places are not as expensive as they are here in California, where they are luxury establishments.

Another thing is that as far as I know, a cold plunge when your whole body is immersed in water is far more beneficial than a cold shower where your body is bombarded with cold sprinkling but is not submerged. If you cannot find a cold plunge, you can make your own bath into one - fill it with cold water at night and take a plunge first thing in the morning. Obviously, this is only safe if you do not have babies in the household.