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We analyze amorphous Al2O3 (α-Al2O3) for use as a thick thermally conductive shield in metallo-dielectric semiconductor nanolasers, and show that the use of α-Al2O3 allows a laser to efficiently dissipate heat through its shield. This new mechanism for thermal management leads to a significantly lower operating temperature within the laser, compared with lasers with less thermally conductive shields, such as SiO2. We implement the shield in a continuous wave electrically pumped cavity, and analyze its experimental performance by jointly investigating its optical, electrical, thermal, and material gain properties. Our analysis shows that the primary obstacle to room temperature lasing was the device's high threshold gain. At the high pump levels required to achieve the gain threshold, particularly at room temperature, the gain spectrum broadened and shifted, leading to detrimental mode competition. Further simulations predict that an increase in the pedestal undercut depth should enable room temperature lasing in a device with the same footprint and gain volume. Through the integrated treatment of various physical effects, this analysis shows the promise of α-Al2O3 for nanolaser thermal management, and enables better understanding of nanolaser behavior, as well as more informed design of reliable nanolasers. [ABSTRACT FROM AUTHOR]