Interesting conundrum!
I'd stay away from a sauna or submerging in water b/c it's wood and may develop huge cracks upon drying, etc.
Tim's idea is neat. I also think there's a sonic device you plug into outlets to rid pests from walls (cockroaches, etc). Maybe wrapping a couple extension cords around the sculpture w/ these plugged in might work ????
Or maybe covering the piece in a homemade plastic tent and then setting off a super-insect-fogger-bomb inside ???