The infertility clinic nurses told me tepid baths only - 103 or lower, for very short periods of time. My midwives said "as long as you don't raise your core temperature, do whatever you normally do."
That said, I use very hot, very short baths for pain management (I have severe fibromyalgia) and my midwives agreed that a few minutes in even a very hot bath to shock my muscles into relaxing would be far preferable to the muscle relaxants and narcotic painkillers that are my alternative. I also take long baths in not-quite-so-hot water for relaxation. Neither one significantly impacts my core temperature, so I'm comfortable with it.
I personally wouldn't use a shared hot tub, though - too many chemicals and germs.
Edited to add: when I'm in a super-hot bath, I keep the window open (and sometimes a fan blowing in the window) and a big glass of cold water next to the tub, and the second I start feeling too warm or my skin flushes, I haul myself out. But then, I also did those things before I was pregnant...