Confusion with applying KCL to three phase delta connection
From your connection diagram
$$ I_R = I_{ux}+I_{zw} = I_{ux}-I_{wz} $$

From your phasor diagram
$$ I_{ux} = |I_{load}|\angle  90^\circ$$
$$ I_{wz} = |I_{load}|\angle -30^\circ$$

Thus
$$ I_R = |I_{load}|\angle  90^\circ - |I_{load}|\angle -30^\circ =
\sqrt{3}|I_{load}|\angle 120^\circ$$