In the presence of external magnetic field, the Kitaev model could either hosts gapped topological anyon or gapless Majorana fermions. In $\alpha$-RuCl$_3$, the gapped and gapless cases are only separated by a thirty-degree rotation of the in-plane magnetic field vector. The presence/absence of the spectral gap is key for understanding the thermal transport behavior in $\alpha$-RuCl$_3$. Here, we study the anisotropy of the oscillatory features of thermal conductivity in $\alpha$-RuCl$_3$. We examine the oscillatory features of thermal conductivities (k//a, k//b) with fixed external fields and found distinct behavior for the gapped (B//a) and gapless (B//b) scenarios. Furthermore, we track the evolution of thermal resistivity ($\lambda_{a}$) and its oscillatory features with the rotation of in-plane magnetic fields from B//b to B//a. The thermal resistivity $\lambda (B,\theta)$ display distinct rotational symmetries before and after the emergence of the field induced Kitaev spin liquid phase. These experiment data suggest close correlations between the oscillatory features of thermal conductivity, the underlying Kitaev spin liquid phase and the fermionic excitation it holds.