I sat in an infrared sauna 4 hours after cool sculpting, and massage the area vigorously. Will this improve or impair efficacy?

Going into the sauna after coolsculpting treatment should have no effect on your coolsculpting results.  You may feel more relaxed after your coolsculpting procedure.

One of the benefits of CoolSculpting is that there is no downtime or restrictions after the procedure. Using an infrared sauna will not hurt your result, however, there has not been any evidence showing that this will improve the efficacy of the treatment either.