/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/ is in linux-azure-headers-4.15.0-1039 4.15.0-1039.43.
This file is owned by root:root, with mode 0o755.
..
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/Kconfig
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/Makefile
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/broadcom/
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/broadcom/Kconfig
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/broadcom/Makefile
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/int340x_thermal/
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/int340x_thermal/Kconfig
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/int340x_thermal/Makefile
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/qcom/
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/qcom/Kconfig
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/qcom/Makefile
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/samsung/
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/samsung/Kconfig
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/samsung/Makefile
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/st/
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/st/Kconfig
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/st/Makefile
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/tegra/
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/tegra/Kconfig
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/tegra/Makefile
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/ti-soc-thermal/
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/ti-soc-thermal/Kconfig
/usr/src/linux-azure-headers-4.15.0-1039/drivers/thermal/ti-soc-thermal/Makefile