Dry sauna--herx?

I've been in the dry sauna twice in a week and I feel like I have the flu. Hot, (also just started period, and feel super-inflamed), flu-like, irritable, almost panicked feeling. Is this normal? What can I do to take the inflammation down? I am shocked that I feel so incredibly awful. Also, I changed my diet to the Wahls Protocol (paleo, super clean, tons of veggies), and instead of feeling good, I feel bad. I was already eating pretty clean.

Any suggestions to reduce inflammation in non-medicine way welcome. Thank you.