Bath's South African accompanies one in Spain (5)
I believe the answer is:
sauna
'bath's' is the definition.
(I've seen this in another clue)
'south african accompanies one in spain' is the wordplay.
'south african' becomes 'SA' (abbreviation).
'accompanies' means one lot of letters go next to another.
'one in spain' becomes 'una' (I've seen this in another clue).
'sa'+'una'='SAUNA'
(Other definitions for sauna that I've seen before include "Steam-heated room" , "Form of steam bath" , "Where one is sweaty" , "Very hot cleansing room from Finland" , "Steam-bath" .)