Hi I am not an expert but the sapphires I have dealt with are all volcanic.
I have had plenty of experience in digging Central Qld (Australia) sapphires and cutting them. These are volcanic and most are broken and very rarely do you get a full crystal. This is because after the volcanic eruptions and the sapphires were sitting in about 15 metres of basalt over 50,000 million years of weathering being covered by sea at least 7 times and being washed and battered around most were broken and indeed have flaws/cracks in the stones. These are sometimes very hard to detect and you may only discover the flaw during the faceting of the gemstone
as far as Thermal goes, I would suspect that in a lot of cases the fractures would be a healed fracture. meaning that it may have been fractured under extreme pressure but then healed again through the thermal process
hope this helps