Have you tried the Waukesha County Historical Society? I would think they would know where to look. You should also check the Waukesha County list here for other posts. Maybe others are working on this place in one form or another.
Do you know if the Sanitarium was was city or county run, rather than private? If so, there should be city or county records for it.
Of course newspaper articles might also be useful. Not sure if any of the Waukesha papers have been indexed, but I would check. Again the Waukesha Co. Historical Society should know the answer to that.
Sorry I can't help any more than that right now, but I haven't really done any Waukesha research personally.