Is fan being on spin mode okay as it blows on my baby as it goes round the room?

I think that’s completely okay for it to be in spin mode, they say not to have it directly on their face as it could mess with their breathing.

I’m The same and have it circulating. I’ve been told it’s fine as long as it’s not left directly facing baby

We've been doing the same thing all summer during heat like this.
As long as it's not left directly facing them you're fine. When its that hot inside the greater risk would be overheating than getting too cold from a fan!