I’m struggling to find cost efficient interior cladding for my self convert sauna. Traditionally you would use aspen. Spruce or cedar but these are way to expensive for a 8 x 6 shed.

is there any advice on cheats or cheaper alternatives 

Just shop around, go direct to mill, can be about half the price.

All our saunas were made with white pine, usually Siberian.  Siberian pine is often called cedar or dwarf cedar, even though it is not a cedar.

So be careful what you ask for.

Benches were made from Abachi, often called African Whitewood.