If such an effect exists, it is certainly not a standard part of materials physics. You could perhaps handwave an argument for it that electrical and thermal conductivity are related through phonon mechanisms, and electrical magnetoresistance is a thing, so perhaps thermal magnetoconductance is a thing? There is also the concept of spintronics and spinon conductance, where there might be something analogous to phonon heat transfer for spinons.
I surmised that such a phonemonon could be called magnetothermoconductance, and found one paper on it from 1992:
http://jetp.ac.ru/cgi-bin/dn/e_074_03_0574.pdf It may also be mentioned in this paper, which I don't have access to right now:
https://www.worldscientific.com/doi/abs/10.1142/9789812701879_0029 There was also one hit for magnetothermoresistance, where I just have the title: Thermoelectric properties and negative magnetothermoresistance effect in Te wires
Refining my search a bit to look at spintronics, I found this paper (and others) talking about magnetocalorimetrics, the relationship between magnetic and thermal effects:
https://arxiv.org/pdf/1107.4395.pdf (arxiv because free, search for peer reviewed if you want). That paper has descriptions of the magnetic Pelletier effect, magnetic Seebeck effect, thermal Hall effect, which I think are up your alley.
So I guess to answer your question, it's conceivable that such an effect exists, but it's fairly obscure. The more serious treatment of spintronics is fairly new, so maybe give it a few years or decades.