Is the bathtub placed with the "move objects on" cheat activated? Because this is not normal - destroy the current bathtub and place the same again, but this time you can place it in the opposite corner of the same room and see if your sims walk though the wall to get in. Check if the parking space footprint gets into the the house.

Btw did you figured out how to make your sims not to use the side door if they are in the kitchen?

No cheats used. Initially there was a table and chairs in that corner, a few weeks ago I removed those and put the sauna there, and built the glass wall, with door, around it; things worked as expected. It was after I enclosed the yard with the fences that problems appeared (I removed the gates, leaving a solid fence, made no difference; next I will make an opening in the fence, one in front, one in back, and see if that has any effect). If the sims are in the living room or outside the front of the house they will "climb in" the window to use the sauna tub; if they are anywhere else in the house they will go to that room and use the normal door to the sauna.

That screenshot was taken as Lillian returned home from a stressful day's work, I had her take a mud bath. Her car appeared n the lot, she walked up to the wall, leaned in and turned on the faucets; when the tub filled she stepped through the wall into the tub; when done she stood up, stepped back through the wall, walked around the house to the front door, and entered. Later Holly came in from the pool, went to the sauna, and had a revitalizing bath, so obviously the pathing around the sauna and its door are fine.

Another oddity I recently noticed - if the sims are outside, in the side or back yard, and get the "get inside!" icon, they will run in the side door or back door, whichever is closer, then go straight to the front door and stand there starting at it for a minute before turning around and going to whatever task attracts them (all my sims have full autonomy, makes a more interesting game, though at times it's like herding cats to get anything done).

Oh, yes they still use the side door if told to tend the garden; if cleaning the house they carry bags of trash out the back door. Makes no sense.

Could you share your script/core mod list, because certain mod combinations could be a result for these scenarios, beside bad routing inside the house. I cannot suggest other advice, sorry.

Edit: I could help you with your problematic save, if you upload it as attachment here. I will test it in my game and I will tell if it's mod conflict or simply bad routing.