Girl in the sauna? (3)

I believe the answer is:

una

I'm a little stuck... Click here to teach me more about this clue!

'girl' is the definition.
(girl's name)

'the sauna?' is the wordplay.
'UNA' is hidden within the letters.
However, I am not sure how this is indicated.

'in' is the link.

Can you help me to learn more?

(Other definitions for una that I've seen before include "woman" , "- Stubbs, Eng. actress" , "lady" , "of satellite with no sides" , "A single Spanish" .)

I've seen this clue in the Evening Standard.

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