I'm not saying to exclude the event where the person got heart disease. I'm saying to exclude the data after the diagnosis, where the person is avoiding the sau

I'm not saying to exclude the event where the person got heart disease. I'm saying to exclude the data after the diagnosis, where the person is avoiding the sauna under doctor's advice. This isn't difficult to do in a longitudinal study and would indeed be standard in many such studies. You wouldn't want to include data where the arrow of causation is known to run opposite to what you are trying to test for.