Saline soils, which are widely distributed in the cold and arid regions of northwest China, are prone to salt swelling and solution-induced subsidence under changing hydrothermal conditions. Due to variations in evaporation boundaries, the distributions of hydro-thermal-salt fields and the stratified deformation behaviors of different subgrade structures remain poorly understood. This study, based on the Liuyuan–Dunhuang Expressway project, investigated three types of pavement structures: concrete shoulder with a semi-rigid base, gravel shoulder with a semi-rigid base, and gravel shoulder with a flexible base. Multi-physical field monitoring was carried out, including measurements of volumetric water content, temperature, and electrical conductivity. For each pavement structure, 30 temperature sensors and 9 soil water-salt composite sensors were installed. To better interpret the physical significance of the monitoring data, coupled hydro-thermal-mechanical-salt numerical simulations were subsequently conducted. The monitoring results indicate that the gravel shoulder combined with a flexible base provides advantages in thermal insulation and in inhibiting water and salt migration. Under identical conditions, this structure improves road drainage, enhances evaporation capacity, and strengthens thermal insulation performance. Therefore, in saline soil environments, this structural configuration effectively mitigates the accumulation of water and salt in the subgrade, thereby extending its service life.