Timer and thermostat work fine independently and do not trip the GFCI. In combination the GFCI trips. The GFCI is in main panel and thermostat and timer are in sub-panel near sauna heater. Main panel is about 30 ft away. Neutral is capped off in sub-panel.

Check the wiring of the GFCI in the main panel. The pigtail is line neutral. It MUST be connected. The load neutral terminal should feed the sub-panel.

You might have to attach pics using "go advanced/manage attachments".

How long did it work before it started tripping?

Approx. 15 minutes.
BTW, the sub-panel is not a panel. It's a connection box with the thermostat and timer mounted on the face plate.

What is the raing of the GFCI and what's the draw of your unit with everything on?

GFCI is 30A and the sauna heater is 20A. When wired one at a time it does not trip. Peculiar.

Does the faceplate have a ground bond wire? e.g. are the mounted devices grounded via a screw to the device o are they grounded via the panel to box connection?

The box and faceplate are solidly grounded via screwed-on ground wire from the main panel.

What is the rating of the GFCI

30a.

Any ideas why when the timer and thermostat are hooked up together the GFCI trips and does not when they are separately hooked up?

??

In a last ditch effort to help, can you?
1. Post links to instruction manuals for timer and thermostat
2. Post pics of the inside of both panels

Taking 15 minutes to trip and work independently have little in common.

Is one of the devices solid state and the other relay based?

Going out on a limb have you tried:

1. Temporarily putting like a 60 W light bulb between the timer and the thermostat?
2. Temporarily disconnecting the heater entirely and substituting another load for the heater?

Right now, that's all I can think of.