Two key flame macrostructures in swirling flows have been observed in experiments of oxy-combustion (as well as air-combustion); as the equivalence ratio is raised, the flame moves from being stabilized on just the inner shear layer (Flame III) to getting stabilized on both the inner and outer shear layers (Flame IV). We report results of an LES investigation of two different inlet oxy-fuel mixtures, in a turbulent swirling flow at that capture these two macrostructures. Previous work on the effects of heat loss have mostly focused on its impact on macro-scale observations. In this paper, we examine how heat loss impacts the flame microstructures as well for these two macrostructures. For both flames, the flamelet structure, as represented by a scatter plot of the normalized fuel concentration against the normalized temperature, depends on whether the combustor walls are adiabatic or non-adiabatic. For the adiabatic case, the flamelets of both macrostructures behave like strained flames. When wall heat transfer is included, Flame III microstructure is more bimodal. Since this flame extends farther downstream and part of it propagates along the walls, heat transfer has a greater impact on it’s microstructure. These results show that heat loss impacts not just the macro properties of the flame such as its shape or interactions with the wall, but also fundamentally changes its internal structure. Scatter plots of the turbulent flames are constructed and compared to different 1D laminar flame profiles (e.g., strained or with heat loss), and comparisons suggest the important role of the wall thermal boundary conditions in the accurate simulations of combustion dynamics and interpretations of experimental data, including data reduction and scaling.