Utilizing surface roughness to manipulate thermal transport has aided important developments in thermoelectrics and heat dissipation in microelectronics. In this paper, through a multiparticle Lorentz gas model, it is found that thermal conductivity oscillates with the increase of surface roughness, and the oscillating thermal conductivity gradually disappears with the increase of nonlinearity. The transmittance analyses reveal that the oscillating thermal conductivity is caused by localized particles due to boundary effects. Nonlinearity will gradually break the localization. Thus, localization still exists in the weak nonlinear system, where there exists an interplay between nonlinear interaction and localization. Furthermore, it is also found that boundary shapes have a great influence on the oscillating thermal conductivity. Finally, we have also studied the oscillating thermal rectification effects caused by rough boundaries. This study gains insight into the boundary effect on thermal transport and provides a mechanism to manipulate thermal conductivity.