Mind, Al2O3 isn't bad, it's just not as good as metal (or AlN or BeO, lol). That's still good enough for a lot of things.
You can get ceramic (I think more generic porcelain) heatsinks, it might not be great but it's better than air, and might be used to just take a few to tens of degrees off an IC or whatever. There were also... maybe they're still available somewhere, but someone made extruded/HIP Al2O3 heatsinks. ... Aha, here they were:
https://www.ohmite.com/wc-series-heatsink/ also CA series (now discontinued?), and also Wakefield CE-OMNI-38, so I guess there is one surviving [equivalent] line across two mfgs (or maybe they're both from a common source and selling as brands, who knows).
Main thing is, plopping hunks of ceramic around a design isn't going to do much unless there's good thermal contact between everything. An SMT chip can't be very big to still be a chip, which makes AlN great for it, and the solder is good thermal contact. Al2O3 is good, but not great, and the low aspect ratio of a chip hurts more; it would have to be more cubic to do a comparable job.
Or insulator plates and such, but they have to be fairly thick for strength, which somewhat defeats the purpose. Not to mention the plates themselves might not be very smooth, and heatsinks are rarely very planar, so you still need a generous dose of grease to fill everything in.
I suppose a potting compound filled with Al2O3 sand would be pretty effective (not to mention, torture to excavate
). A lot of thermal potting compounds are basically that, or ZnO or other ceramics, and they do pretty well overall.
Tim