Depersonalisation disorder has been associated with autonomic blunting and hypothalamic-pituitary-adrenal axis disregulation. [1] A number of previous fMRI and psychophysiological studies of DPD have
focused specifically on this emotional aspect of the condition, showing that autonomic response to emotionally salient visual stimuli is significantly reduced in DPD. [2]

Those who suffer with DPDR often have difficulty focusing due to the disconnect in these critical networks. Boosting Norepinephrine transmission triggers flexible reconfiguration of brain networks at rest
and Hyperthermic Conditioning is a good way of boosting Norephinephrine transmission.

Hyperthermic Conditioning has positive effects on the brain through:
 
  • Increasing the storage and release of norepinephrine, which improves attention and focus
  • Increases prolactin, which causes your brain to function faster by enhancing myelination and helps to repair damaged neurons
  • Increases BDNF (Brain Derived Neurotrophic Factor), which causes the growth of new brain cells, improves the ability for you to retain new information, and ameliorates certain types of depression and anxiety
  • Causes a robust increase in dynorphin, which results in your body becoming more sensitive to the ensuing endorphins

Enhances Endurance by:

  • Increasing nutrient delivery to muscles, thereby reducing the depletion of glycogen stores.
  • Reducing heart rate and reducing core temperature
Increasing muscle hypertrophy by preventing protein degradation by:
 
  • Induction of heat shock proteins
  • Causing a release of growth hormones
  • Improving Insulin sensitivity
Source: [4]
 
*This source is from a blog post. All of their sourced info and scientific studies are at the bottom of their post. Much of that sourced information is gone into detail below.*

Studies On Positive Impacts Of Hyperthermic Conditioning
  • The locus coeruleus–norepinephrine (LC–NE) system is thought to act as a reset signal allowing brain network reorganization in response to salient information in the environment. We found that boosting NE transmission changes functional connectivity between and within resting-state networks. Our findings nicely fit with the theoretical framework proposing LC–NE-mediated changes associated with attention reorientation. In addition, it has been suggested that NE-dependent regulation of neural activity within sensory cortices enhances sensory processing […] and refocuses attention to salient stimuli. [3]
  • Eight healthy young men were studied during three periods of heat exposure in a Finnish sauna bath. Patterns related to heat exposure were observed and among other studied measures, plasma noradrenaline increased about 100% at 80 D, 160% at 100 D and 310% at 80 D. [5]
  • In 11 healthy women during and after exposure to intense heat in a Finnish sauna bath, and compared to those in a similar control situation without exposure to heat. Heat stress significantly increased prolactin and norepinephrine secretion; the percentage increases from the initial plasma concentrations varied from 113 to 1280% (mean 510%) and from 18 to 150% (mean 86%), respectively. *Compared to the control situation, no statistically significant effect of heat exposure on the plasma levels of these hormones was found. [6]
  • Childhood trauma induced by adverse early life experience is associated with increased risk of psychological disorders in adulthood. Disruption of normal development has been shown to affect hippocampal morphology and function, influencing adaptations to stress. Here we investigated whether palatable food and/or exercise would ameliorate the behavioural responses following early life stress in rats. In summary, voluntary exercise alone or in combination with HFD produced beneficial effects on both behaviour and metabolic outcomes in rats exposed to early life stress. [7]
  • Exercise caused a rise in serum BDNF (Brain Derived Neurotrophic Factor) and cortisol. This increase was enhanced with exercise in the heat. Since permeability of the blood-brain barrier increases with exercise in the heat, the hypothesis was raised that this causes a higher cerebral output of BDNF. [8]
  • Running increases neurogenesis in the dentate gyrus of the hippocampus, a brain structure that is important for memory function. Our results indicate that physical activity can regulate hippocampal neurogenesis, synaptic plasticity, and learning. [9]
What Is Brain Derived Neurotrophic Factor?
  • Since the purification of BDNF in 1982, a great deal of evidence has mounted for its central roles in brain development, physiology, and pathology. Aside from its importance in neural development and cell survival, BDNF appears essential to molecular mechanisms of synaptic plasticity. Basic activity-related changes in the central nervous system are thought to depend on BDNF modification of synaptic transmission, especially in the hippocampus and neocortex. Pathologic levels of BDNF-dependent synaptic plasticity may contribute to conditions such as epilepsy and chronic pain sensitization, whereas application of the trophic properties of BDNF may lead to novel therapeutic options in neurodegenerative diseases and perhaps even in neuropsychiatric disorders. [10]
  • While BDNF is important for neuroplasticity and addressing mental health problems, an over-expression of BDNF can be harmful as well. Over-expression of BDNF has been shown as a precursor to epileptic seizures, as well as learning and memory impairments. [11]