[guided]Fix a nonempty interval cylinder
\begin{align*}
C := C[-r,s; a_{-r},\dots,a_s].
\end{align*}
The nonemptiness assumption is important. It means there is some point $y \in \Sigma_M$ whose coordinates from $-r$ through $s$ are exactly $a_{-r},\dots,a_s$. Since $y \in \Sigma_M$, adjacent symbols of $y$ satisfy the transition rule, so for every $j \in \{-r,\dots,s-1\}$ we have
\begin{align*}
M_{a_j a_{j+1}} = 1.
\end{align*}
Thus the prescribed finite block is already admissible.
The only missing transition needed for periodic repetition is a path from the last prescribed symbol $a_s$ back to the first prescribed symbol $a_{-r}$. This is exactly where primitivity is used. Since $M$ is primitive, there exists $N \in \mathbb{N}$ such that every entry of $M^n$ is positive for every $n \geq N$. Choose $L \geq N$. Then
\begin{align*}
(M^L)_{a_s a_{-r}} > 0.
\end{align*}
The entry $(M^L)_{a_s a_{-r}}$ counts admissible paths with $L$ transitions starting at $a_s$ and ending at $a_{-r}$. Therefore there exist symbols $b_0,\dots,b_L \in A$ such that
\begin{align*}
b_0 = a_s, \qquad b_L = a_{-r},
\end{align*}
and each consecutive transition is allowed:
\begin{align*}
M_{b_{\ell}b_{\ell+1}} = 1
\end{align*}
for every $\ell \in \{0,\dots,L-1\}$.
Now concatenate the prescribed block with the interior of this return path. Define
\begin{align*}
p := r+s+L
\end{align*}
and define the word $w_0,\dots,w_{p-1}$ by
\begin{align*}
(w_0,\dots,w_{p-1}) := (a_{-r},a_{-r+1},\dots,a_s,b_1,\dots,b_{L-1}).
\end{align*}
The symbols $b_0$ and $b_L$ are not both inserted as new symbols because they are already accounted for as the endpoint $a_s$ and the return to the initial symbol $a_{-r}$. If $L=1$, there are no interior bridge symbols, and the bridge is simply the single allowed transition from $a_s$ to $a_{-r}$.
Every adjacent transition inside $w_0,\dots,w_{p-1}$ is allowed: the transitions within $a_{-r},\dots,a_s$ are allowed by nonemptiness of the cylinder, and the transitions from $a_s=b_0$ through $b_1,\dots,b_{L-1}$ are allowed by the bridge. Finally, the wrap-around transition from $w_{p-1}$ to $w_0$ is allowed because the bridge ends at $b_L=a_{-r}=w_0$. Hence
\begin{align*}
M_{w_i w_{i+1}} = 1
\end{align*}
for every $i \in \{0,\dots,p-2\}$, and
\begin{align*}
M_{w_{p-1}w_0} = 1.
\end{align*}
Thus $w_0,\dots,w_{p-1}$ is an admissible loop.[/guided]