what's the fabrication process for thermal sensors?

Answer 1

Some are little blobs of material that changes resistance as a function of temperature (thermistors). They are made by applying a proper sized and formulated drop of that material to leads and then baking it to harden.

Some are made by putting two wires of different thermoelectric potential together and doing a weld on the end (thermocouples). They may be bare wires or inside a protective tube.

Some are disks of bimetallic metal plates that buckle and close a contact at specific temperatures.

Some are coils of platinum wire that are wound and used where their change in resistance can be detected. They can also be packaged for protection.