In this paper we generalise the concept of a Steinberg cross section to non-connected affine Kac--Moody groups. This Steinberg cross section is a section to the restriction of the adjoint quotient map to a given exterior connected component of the affine Kac--Moody group. (The adjoint quotient is only defined on a certain submonoid of the entire group, however, the intersection of this submonoid with each connected component is non-void.) The image of the Steinberg cross section consists of a ``twisted Coxeter cell'', a transversal slice to a twisted Coxeter element. A crucial point in the proof of the main result is that the image of the cross section can be endowed with a $\Cst$-action.

We describe new construction principles for infinite-dimensional Lie groups. In particular, given any measure space $(X,\Sigma,\mu)$ and (possibly infinite-dimensional) Lie group $G$, we construct a Lie group $L^\infty (X,G)$, which is a Fr\'echet-Lie group if $G$ is so. We also show that the weak direct product $\prod^*_{i\in I} G_i$ of an arbitrary family $(G_i)_{i\in I}$ of Lie groups can be made a Lie group, modelled on the locally convex direct sum $\bigoplus_{i\in I} L(G_i)$.