You have air in your pipes, possibly a ruptured bladder in the pressure tank
There are many different brands of sauna heaters available. Each sauna heater system has a fail safe temperature control. This control automatically shuts down the heating element when the temperature reaches between 150 - 190 degrees Fahrenheit.
The plenum door is inside your heat/AC system near the heater core. It opens and shuts incrementaly to allow the heater core to heat the air passing by, or closes to keep passing air from heating at all. If you open the glove box on a 95 explorer, you can see the plenum motor... and you should be able to see/hear it moving as you adjust the temperature control dial from cold to hot.
If the seat heater shuts itself off after you hit the button, chances are there is damaged wiring in the seat bottom heater pad. Search online for "Denali seat heater replacement" and you will find the parts you need. It requires removing the leather seat cover, unplugging and removing the old heating pad, and laying on the new one (it is like a giant sticker). Alternatively you can just stick the new heater pad on top of the old one. Then plug the NEW heater pad in, reinstall the seat cover, and enjoy a warm butt.
When the system shuts down the vapor turns back to a liquid
Pull the fuse.
Check for a heater flow valve in the heater hose they can rust shut easily it is a valve in the heater hose that opens when you turn on the heat and shuts when its not in use, if not then probably the core is plugged a radiator flush might help but you may need to have it cleaned and repaired.
Yes, all electric heaters are required to have an emergency circuit breaker which shuts the unit down in the event of overheating.
The wattage of electric base board heaters does not change because the thermostat is set on low. The wattage is a fixed value on the heater because of its internal resistance element. The thermostat set on low shuts off at a lower temperature than a thermostat that is set on high. It is the time interval that governs the amount of heat that the heater produces when the thermostat calls for heat. Once the room heats up to the temperature that the thermostat is set at, the heater shuts off. The thermostat is just a temperature switch.
Hammering pipes is the result of inertia when moving water causes the pipes to move when a valve is suddenly turned off. Use an anti-hammer device. You can purchase one at most home centers.
If it shuts off then comes back on later it's almost certainly the switch... but. Never replace anything until you've checked it. Put a test light/meter on the heater motor then run it until the motor shuts off, then look at the meter. If the voltage is zero, or practically zero, it's the switch. If the voltage is up near normal (12.5 - 14) it's probably the motor.
A system integrator is the valve that opens and shuts in your hot water tank. It allows the flow of hot water to your pipes. Your hardware store has more information I would assume.