We utilized a CO2 laser to carve long-period fiber gratings (LPFGs) on polarization-maintaining fibers (PMFs) along the fast and slow axes. Based on the spectra of LPFGs written along two different directions, we found that when LPFG was written along the fast axis, the spectrum had lower insertion loss and fewer side lobes. We investigated the temperature and twist characteristics of the embedded structure of the LPFG and Sagnac loop and ultimately obtained a temperature sensitivity of −0.295 nm/°C and a twist sensitivity of 0.87 nm/(rad/m) for the LPFG. Compared to the single LPFG, the embedded structure of the LPFG and Sagnac loop demonstrates a significant improvement in temperature and twist sensitivities. Additionally, it also possesses the capability to discern the direction of the twist. The embedded structure displays numerous advantages, including easy fabrication, low cost, good robustness, a wide range, and high sensitivity. These features make it highly suitable for applications in structural health monitoring and other related fields.