Is there a sauna somewhere in the Zürich region where you can have a bath in the cold lake after using it?

Yes.
https://www.seebadenge.ch/wp/sauna

also many spas have a cold/freezing plunge pool and ice bucket on a chain

This is a new offering in the Badi in Stäfa. https://www.seesauna-staefa.ch/

Any others? (Not necessarily just in Zürich region).

As Doropfiz mentioned, https://www.seebadenge.ch/wp/sauna

Just look to make sure that you get the right day for male entrance. If you get a day that has a panoramic view of the mountains at the end of the lake, can be a truly wonderful experience.

There are so many (not just those around the corner). Where are you looking for - otherwise it’s pointless us trying to help, especially as your location is London. Do you not have access to a search engine as a tourist?

Location duly updated.

Of course I’ve duckducked, but not found any others. We are off to Seebad Enge tomorrow, but would like to know alternatives. Willing to travel!

Aside from the two above there’s a sauna in the pool in Oberageri, but that’s not literally on the lake. You have to exit building and walk across lawn.

You have a good chance of getting the lake as well as a panoramic view over the mountains tomorrow according to the weather forecast - but really it’s hit and miss of course. Your chances of the great views are usually best in the afternoon, after the mist has settled. And once you exit the sauna you jump into the (lake water) pool, that is directly on the lake. You will still get the sauna and lake experience in any case.

But have to add that I haven’t been there since a few years (around 4). And I also know that on Sundays it’s popular - but that’s great because the family friendly Badi is next door.

There is a new one that opened in Uster, called "Sauna am See."

https://sauna-am-see.ch/

(Uster is a 15-minute train ride from the Zurich main train station).

If you pass by the Geneva area, there's the Bain de Paquis: https://www.bains-des-paquis.ch/en and this URL is in English

Here's the winter details: https://www.bains-des-paquis.ch/en/s...d-turkish-bath

During summer it is mainly a beach by the Geneva lake side (Lac Leman), and in winter it's all about the Sauna's (you can take a dip in the lake too!). Worth a stay if you end up on this side of the country.

not exactly Zurich but you have a great place with a beautiful view in Ageri
https://www.aegeribad.ch
Edit: the access to the lake is close during winter.

It is lovely, but you can't jump directly in the lake.

In summer there's a turnstile onto a lawn and a few steps take you to the lake. In winter (more relevantly) the turnstile is closed and you have to go through the restaurant, then down some stairs and over the lawn. Not really the ideal sauna cold plunge experience!

Sorry, I thought the gate was to access the lake.
Good to know.

Are there any hotel spas with direct lake access?

Mom sometimes went there:

https://www.bora-sauna.de

That's the lake of constance.

A bit too far for an occasional trip, but more of a "Spa Day".

Oooh, looks fab. Might go on a weekend.

If you're looking at Bodensee, there's a few others. From personal experience both Lindau and Meersburg are good, there's also one in Konstanz but IIRC that doesn't have direct lake access.

https://www.therme-lindau.com/
https://www.meersburg-therme.de/
https://www.therme-konstanz.de/

Shall explore. Meersburg looks good.

Anyone know where i can find one close to Bern or in Bern?

Otherwise am using the Aare in the winter for a dip (as my ice bath) :-)