A thermal feedback was installed to the end PDH locking and it works well. There are no saturations 

As I said the feedback signal was sometimes saturated at the sum-amp because the drive signal going to the laser PZT was large at low frequency (below 1Hz).

So I made a passive low pass filter which filters the signal controlling the temperature of the laser crystal, and put it before the temperature drive input.

Now the amount of the feedback signal got reduced when it is locked, and there are no saturations. It's very good.