Saunas in Germany are more an adult thing, at least as a kid I never went to any, nor do I remember seeing kids there when going now.

Showers in school had individual cabins or at least some dividers between them and curtains to close them, and typically you'd leave your towel hanging on a hook right in front, dry yourself quickly and wrap up to walk back. There was a brief moment of nudity when changing back into regular clothes, but nobody was ever really looking at anybody else.