Nakis, I believe that I understand this other kind of 'knowing'. It is a rather strange feeling... you are in a situation that your conscious mind says that you shouldn't have been in, but somehow, something deeper in your spirit has overridden the conscious responses, and it takes the lead on doing certain things for a special 'reason' that may not be immediately recognizable. I am curious... did the lady offer any further resistance to your presence in the sauna, after her initial request to be alone? Or, did she not say anything more about wanting to be alone? I am thinking that maybe her deep inner spirit took command of her conscious thoughts, too.... a kind of a communion of your spirits on a higher plane that neither of you really understood at first, and it was a bit of an enigma to your conscious minds, but you allowed it to proceed anyway, without knowing why.
This is very interesting, and a special look 'behind the veil' of our deepest selves. Our spirit can have a kind of duality in this respect, where we can function on the conscious plane, and also on a higher plane, at the same time. Many people never achieve this state of 'knowing' or 'seeing' that higher plane. Having experienced it a time or two, one begins to recognize it as a dimension where communication kind of seems to occur on the 'molecular level' (my best description), totally without need of any conscious thoughts about it. It is hard to describe, but it is involved in one's connection to the 'Great Consciousness'. At least this is my view on this kind of 'knowing'.
Nakis, I think if you and I were to sit down and talk face to face, I have a feeling that it will go far into the night!
=)