Do they have a sauna and steam rooms at this location?

Yes and they are both laid out rather nicely next to the shower. In the men's anyways.

Yes they do in Niles. But no towel service.

Yes

Yes they do. It's quite nice as well. Probably one of the best XSport gyms. Some of the gyms like in Norridge have saunas and steam room but no towel service