Does beneficial infrared heat pass at all through EMF shields of IR sauna blankets (zero EMF emission)?

Nothing does this.

Infrared isn't beneficial, as far as we can tell.

…pass at all through EMF shields…

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…(zero EMF emission)?

All materials emit infrared. Very few materials get close to perfect zero transmission. There seems to be no reason why you might want this because…

…of IR sauna blankets…

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I have no idea what an EMF shield might be. It smacks of a pseudoscientific con beloved of the poor sods who imagine they have electrosensitivity - a purely psychological condition not caused by electromagnetism. Embed a thin metal mesh in a material and it will stop the transmission of at least some electromagnetic waves, not that this matters. Make it reflective to other parts of the spectrum and not much gets through. Some electromagnetic waves require a few inches of lead so you are probably out of luck.

Heat is transmitted through different materials in different amounts. Heat has no medical benefits other than heating. If you are seeing adverts for physically impossible materials making medical claims then you shouldn't be buying them.

IR sauna blankets likewise. If a blanket stops the transmission of heat it merely has reflective material in it and is probably padded in exactly the same way that winter coats are. Why you would be going into a sauna if you are trying to avoid heat anyway is beyond me. Really good insulators would keep sufficient body heat close to the body which would swiftly become unpleasant. This is why much of the heat/cold problems in spacecraft and space suits isn't keeping heat in but getting rid of it.

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Does beneficial infrared heat…

Some unpacking needed.

There is sod all evidence that infrared is medically beneficial beyond the fact that it is heat and, in some circumstances, heat is beneficial.

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Zero EMF emission means an object doesn't give out electromagnetic waves not that they could not be transmitting them through the material they are made from. That said, all objects above absolute zero emit infrared so we are talking about an impossible material. If this claim has come from a manufacturer of an item, you know you are being conned.

So…

Why you would go into a sauna if you want to avoid heat is beyond me.

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