Sunway Mentari has some small health centers at Romeo Inn, Oscar Inn. Can't remember as never really been there.
There are also pubs and a KTV in that area.
Sunway Hotel and Sunway Tower Hotel also has HCs.
Shah Alam has nothing.
Why don't you just drive down to Midvalley? Get on to the Federal Highway and turn into Midvalley. Go to the spas at Cititel Hotel or Boulevard Hotel. No toll. If you go around 8:30pm much less traffic.
You can even head all the way into the City where there are more options available.
Or try PJ. Armada Hotel, Crystal Crown comes to mind.