We report on the fabrication and microspectroscopy imaging of femtosecond laser written double-filament based Nd3+:MgO:LiNbO3 optical waveguides. The waveguiding high refractive-index regions are identified by blueshifts of the Nd3+ ion fluorescence lines with no deterioration in the fluorescence efficiency, whereas filamentary low-index regions are identified by both a Nd3+ line redshift and a fluorescence efficiency reduction. The lattice structural micromodifications at the origin of both waveguide formation and Nd3+ fluorescence changes have been investigated by means of confocal micro-Raman experiments. We have found that the direct laser written filaments are mainly constituted by a large density of defects, together with a marked axial compression perpendicular to the filaments (along the optical c-axis). Conversely, the high-index waveguiding regions are characterized by a pronounced anisotropic dilatation of the LiNbO3 lattice xy-planes.