This paper presents the results of an experimental study of thermal convection in a thick rotating horizontal annulus. The boundaries of the annulus have different temperatures; the inner one is hotter. Thus, the centrifugal mechanism of thermal convection plays a stabilizing role. It is found that with a decrease in the rotation rate, a non-isothermal liquid loses its stability. Two-dimensional rolls, elongated along the axis of rotation, appear in a threshold manner. These rolls are steady in the frame of the rotating cavity and belong to the thermal "vibrational" convection -the averaged convection excited by an oscillating force field. In the case under consideration, the gravitational field is responsible for the excitation of the vibrational convection; it rotates in the cavity framework and excites oscillations of the non-isothermal fluid. This conclusion is supported by the good agreement between the threshold of steady convection excitation and the results of linear stability theory, as well as by the similarity with thermovibrational convection in a thin layer, which was previously studied experimentally and theoretically. In parallel with two-dimensional steady convective rolls, fluid oscillations result in the excitation of inertial waves. The latter excites steady toroidal vortices of relatively low intensity in the annulus. A new phenomenon that we find in thick annulus experiments is two-dimensional oscillatory convective patterns that appear below the threshold of steady thermovibrational convection excitation. It is found that in the cavity frame, these rolls oscillate with a frequency that is two times less than the rotation rate. Both convective regimes, steady and oscillatory, lead to a significant increase in heat transfer.