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This one stumps me. Also for next time is there a good online Japanese
etymology dictionary?
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etymology
What's the etymology of 風呂?
Allow me to post my own translation of the link from the comment above. It
will be an almost completely literal translation of the orginal with bits of
information added for a smoother read. If anything, this should be a bit more
helpful than Google Translate.

"(First, it lists three theories though it implies that there actually exist
more.)

Theory #1: The word 「風呂{ふろ}」 derives from 「室{むろ}」, which refers to a room
built underground for the preservation of things.

Theory #2: It derives from 「風炉{ふろ}」, which is a device for boiling water in
tea ceremony.

Theory #3: It shifted from 「湯室{ゆむろ}」 , which means a "room for boiing water".

風呂{ふろ} (in Japan) existed as early as the end of Heian Period (794 - 1185),
but back then, it was more like a sauna that operated on steam.

The type of bath in which one fills the tub with hot water to soak in it
started to appear at the beginning of Edo Period (1603 - 1868), but it was
called 「湯屋{ゆや}」 or 「お湯殿{ゆどの}」 and there was a distinction between that and
「風呂」.

The exact etymology is unknown, but when one considers the style used, it is
difficult to believe in the 湯室-theory. The 風炉-theory from tea ceremony also
seems unlikely (when one considers the difference in the amounts of water
needed between tea ceremony and bathing.) Thus, the 室-theory seems to be a
little more predominant."
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answer
With growing curiosity, I did some additional poking around.

The `/muro/` → `/furo/` phonetic shift seemed really odd, and I had trouble
wrapping my head around a possible derivation from 室{むろ}.

In addition, the entry in Shogakukan's 国語大辞典{こくごだいじてん} lists two spellings for
this term, both 風呂 and 風炉. This would seem to suggest a more likely derivation
from the tea 風炉 (a brazier on which one puts the hot-water pot; a modern お風呂
could be viewed as basically a huge version of that, a hot-water pot on top of
a heating element).

However, the Encyclopedia Nipponica article ([here at
Kotobank](https://kotobank.jp/word/%E9%A2%A8%E5%91%82-127856#E6.97.A5.E6.9C.AC.E5.A4.A7.E7.99.BE.E7.A7.91.E5.85.A8.E6.9B.B8.28.E3.83.8B.E3.83.83.E3.83.9D.E3.83.8B.E3.82.AB.29))
notes that the tradition may have started with 岩風呂{いわぶろ} -- and seeing that
`/b/` was my "aha!" moment, as there is a `/b/` ⇔ `/m/` shift apparent in
various places in Japanese. The 室{むろ} connection is also mentioned there and
in a couple other entries as referring essentially to a "sauna" or a
"sweatlodge": a closed room for steam-bathing, which is what 風呂 meant when the
word first appears.

If Shogakukan is right, the spelling 風炉 also apparently referred not just
specifically to the small brazier used in tea ceremony, but also to any
cooking hearth used to boil or cook things (「湯を沸かしたり、物を煮炊きしたりする炉」). It's not
hard to imagine the meaning extending somewhat to refer to a steam-room.

Synthesizing all this, it might be explainable this way:

  * What we think of today as お風呂{ふろ} started out not as something like a hot tub, but something more like a sauna: the 室{むろ} mentioned in various etymologies for 風呂.
  * The original term probably was 室{むろ}.
  * With influence from the term 風炉{ふろ} as used in cooking and tea, and with an apparent tendency for a `/b/` ⇔ `/m/` shift, `[OTHER WORD]` + `/muro/` in compounds might have also appeared as `[OTHER WORD]` + `/buro/` -- which we see in terms like 岩風呂{いわぶろ}, with the 風呂 kanji spelling.
  * When not in compounds, the `/buro/` reading for 風呂 would revert to `/furo/` as the non-[rendaku](https://en.wikipedia.org/wiki/Rendaku) reading.
  * As the bathing practice shifted from sauna-style steam bathing to hot-spring or hot-tub-style water bathing, the connection to 室{むろ} was gradually forgotten.
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