I'm glad you're aware of the need for elimination channels being open. So often people go into oxygen therapy uninformed and when they start to feel worse, they throw the baby out with the bathwater.
The ozone sauna and even our ozonted hot tub tends to make me feel a little light headed for awhile as well. Then the energy kicks in.
I would suggest you just be aware of what your body's telling you as you ramp up the ozone therapies. Good antioxidants will mop up any free radical production. IMO the more potent and broad spectrum of antioxidants you have on board when doing ozone therapy, the better. It's all very nice to eliminate the dead, diseased and dying cells with ozone, but you want to protect the healthy ones.
my 2 cents. best of luck