Hello. I bought used Square D control box for the sauna heater. I have a 4 wire outlet coming from the breaker - red, black, white and bare but not sure what goes where...
The control box is Class 8502, Type DG-1 Series A. It has L1, L2 terminals - which as I understand should connect to black and red cables. Then there are three more terminals - 1, 2 and 3. Please see the diagram below. Can anyone please help me with this? Thank you.

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First off I want to thank you for the photos, they help greatly.

Before we get into how to wire this, we need to know how the thermostat is wired.

Also, what is the voltage of the sauna heater elements?

The 4 wire feed you have can be a 120/240 volt feed, black hot 120 volt leg A, red hot leg B, white neutral, and green equipment ground. The black and red will deliver 240 volts, 120 from each black or red to white for 120 volts.

Most saunas are 240 volt, so black and red feed will connect to the L1 and L2, T1 and T2 will continue onto the heater elements.

This leaves the stat to control the coil. If the stat is stand alone 2 wire, has no other power source, then one control wire can come from L1 to the stat, the other stat wire will come back and connect to terminal #3.

Ignore terminal #2, that is for a holding circuit that a motor would normally use.

The coil is represented by the large circuit that connects to terminal #2 & 3.

Be sure the coil in the contactor is 240 volts. As you can see we feed it with L1, go through the stat, come back on 3, and the return for the coil is connected to L2, this will power the coil with 240 volts.

Thank you so much for your answer. It helps a lot..
The heater is HELO 240v. The stat is Honeywell T678A. The coil voltage is 230v.
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Here are the images of the stat and coil.

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OK, you need to run a two wire cable with ground from the conactor to the stat.

One control wire can come from L1 to the stat, the other stat wire will come back and connect to terminal #3.

As I said, one control wire can come from L1 to the stat, the other stat wire will come back and connect to terminal #3.

Thank you so much - it worked great. The only issue I have now it trips my GFCI breakew once heater reaches the temperature set by thermostat. But for this I have read that I should not use GFCI breaker for the sauna heater.