Very high-quality sapphire substrates are key elements of the cryogenic Japanese gravitational interferometer KAGRA, in which they are used to build the main mirrors, working as the test masses to sense the gravitational waves. To meet the extreme requirements of this system, the sapphire test masses must possess an extremely low optical absorption, which makes their study challenging using standard methods. In this paper, we illustrate the results obtained on two typical samples using a specialized absorption setup based on the technique of Photo-thermal Common-path Interferometry (PCI). Our system combines a very high sensitivity to small absorption features with the possibility to perform a full three-dimensional mapping of the sample volume. Our results elucidate how the ultra-low absorption variations inside the sample possess a structure that is probably inherited from the growth history of the sample. Some conclusions on the role of structural defects as preferential sites for the inclusion of absorbing centers are drawn.