Changes in defects in a material due to heat treatment
It seems, that your oxide can have different crystal polymorphs and probably also other non-crystalline phases.

You synthesize your material as mixture of those, where the composition depends on the preparation process.

Upon heating and slow cooling you probably recrystallize the species to more thermodynamically stable polymorph (new peaks c,d,e) on the expense of less stable one (a).
It can also depend on the speed of cooling, so you could obtain some metastable phases, etc...

Even then, treat your material always as an unkonwn mixture of uknown number of polymorphs and let the spectra tell you in which way the composition shifted.