I've had some incredible massages that include everything you asked for except company in the sauna & the hot towel/hot stone treatment after the table shower.
IMHO, particularly with the AMPs, you have to find a MP that has the table shower & sauna first (and I also like fully private massage rooms). Then frequent it enough so that you get to know the Mama-San, and all the girls. Try them out, and find a masseuse you really like, tip her well, and always ask for her when you visit that parlour (I book ahead of time, usually calling a couple hours prior to my arrival). Always book at least an hour too.
I found a place that met all these requirements in a state that I travelled thru regularly (it's a very small state, and is known for AMPs). The Mama-San treats me like visiting royalty when I arrive (I occasionally tip her too). My favorite is waiting for me after I get undressed, and leads me to the table shower, where I get a head to toe cleansing with lots of playful attention to my package and to the back door. By the time she dries me off Mr Happy is at full attention! That always gets her giggling, as she tries to sneak me to the sauna.
Once in the sauna I'm on my own for about 5 minutes. I've never had a girl join me, maybe one day. Then she gets me and brings me into our private massage room, and gives me an excellent massage. Every part of the body is worked over, except the package.
Then the sensual part starts, and this is where it pays to stick with one girl. I picked this girl because the first time I had a massage with her she was awesome in all phases, including the happy ending. The more I see her, the more we do. It started with her being fully clothed, allowing my hands to 'roam' a little. Now we end up fully naked together, body to body massage, with everything available except full service, which isn't allowed at this MP but will probably happen at some point, as we have come ever so close to it. That is why I chose a place with private rooms, so there isn't any interruptions (the doors lock). And the Mama San never bothers us, even if we run over in time, which happens often enough.
Afterward, she brings me back to the dressing room & helps me get dressed, a real nice touch. Even ties my shoes and combs my hair! The only bad part is that she takes breaks to go back to her native land, but she always returns in a month or so. I try out other AMPs (and Indies, who I am always visiting) in her absence, even though Mama-San tries to get me to visit with her other girls. So far, I haven't found any that come close to what I have, even after repeated visits.
I know some like variety, and I'm not opposed to that at all. But I have had many a lame massage & mechanical HE in my day, and have found that the more time spent with one special masseuse, the better the experience!