We report small-angle neutron scattering from the conical state in a single crystal of Zn-substituted Cu2OSeO3. Using a 3D vector-field magnet to reorient the conical wavevector, our measurements show that the magnitude of the conical wavevector changes as a function of crystallographic direction. These changes are caused by the anisotropic exchange interaction (AEI), whose magnitude transitions from a maxima to a minima along the 1 1 1 and 1 0 0 crystallographic directions respectively. We further find that the AEI constant undergoes a change of sign from positive to negative with decreasing temperature. Unlike in the related compound FeGe, where similar behaviour of the AEI induces a reorientation of the helical wavevector, we show that the zero field helical wavevector in (Cu0.98Zn0.02)2OSeO3 remains along the 1 0 0 directions at all temperatures due to the competing fourth-order magnetocrystalline anisotropy becoming dominant at lower temperatures.