Temperature diffusivity of laser micro-structured regions in sapphire is determined by a temperature wave method with a lateral resolution reduced to ~10 microm using a directly sputtered micro-sensor and heater. A record high reduction of the temperature diffusivity of sapphire by 12% from its (1.26+/-0.02) x 10(-5)m(2)/s in-bulk value inside the femtosecond laser-structured volumes is determined; in a BK7 glass (~4.8x10(-7) m(2)/s), a 2% decrease of the thermal diffusivity has been observed. Origin of the reduction is consistent with disorder and scattering of phonons around the laser photo-modified micro-volumes. The stress-induced birefringence is directly measured by polariscopy together with its radial distribution, and azimuthal orientation of the polarization ellipsis near the laser structured regions in sapphire. The maximum birefringence of Deltan approximately 1x10(-3) is achieved without crack formation and corresponds to a local stress of ~1.3 GPa. The stress (and birefringence) decay radially with a single-exponential constant of tau(R) = 24 microm while the azimuthal orientation of the polarization ellipsis is spiraling around the laser structured volume. Such structures are promising in waveguiding and lasing applications of optical vortices where spatial control of birefringence and optical activity are required.