I had a heated, filtered pool for DD1 - wound up with a land birth, but used it in the last few weeks as a wallow (bliss :o) and during labour. Not having to worry about setting it up was very good as from family history we had reason to believe I wouldn't have a llooonnnngggg labour (she arrived in 7 hours, so not precipitous but not particularly tardy for a 1st baby), and we'd had issues with hot water.
IIRC, they don't recommend using oils in the water but you could check with the company if/when you hire or buy one. Could you use one of the nightlight burners instead?
Not all heated pools are filtered so make sure of the details before you order if a filter is important to you - it was to us :)
If you do hire one check what the terms are for hire period extensions - I can't find the company we used anymore, but IIRC they pretty well guaranteed that they wouldn't demand their pool back before you'd given birth (for us that was free - possibly because we'd hired for maximum duration). Other companies had phrases like "we'll do our best to let you keep it, but if we have other bookings...". I also saw companies that had an indefinite additional weekly charge if you went beyond your initial hire. I can see why these may be necessary from a business perspective, but the concept didn't make me feel comfortable and relaxed as a woman in the late stages of pregnancy.
Some women do buy them. I've seen reference to the Lay-z-spa being used as a birth pool. IIRC its possible to buy all the chemicals you need that are the same as the hire companies send out - I was quite surprised that the price differential wasn't higher, although admittedly not comparing like with like.
If you hire a heated, filtered pool then they supply the appropriate chemicals, all of which are considered safe to use to have a baby in (IIRC they use oxygen based products rather than chlorine based ones. You chuck a tablet in once a day and do a complete water change once a week - or more often if you want to. It took a LONG time to fill, and a good few hours for the heater to get it up to temperature - but then we did have a massive pool (very comfy for both DH and I) and had to use cold water in part.
Good luck :)