Searching and designing materials with ultralow thermal conductivity is vital for thermoelectrics and thermal management. Using first-principles calculations and a unified theory of thermal transport, we systematically investigate the lattice dynamics of orthorhombic BeX2 (X = Cl, Br, I), accounting for anharmonic phonon renormalization and three- and four-phonon scattering. Due to their quasi-1D structure, these compounds exhibit pronounced thermal anisotropy. While the chaindirection (a-axis) lattice thermal conductivity (κL) follows a standard 1/T scaling, the transverse (b- and c-axes) κL shows anomalous nonmonotonic temperature dependence. This behavior originates from competition between particle-like phonon transport and wave-like coherent phonon transport. With increasing temperature, enhanced phonon scattering broadens the phonon linewidths, increases the spectral overlap between neighboring modes, and strengthens the off-diagonal coupling, thereby promoting the coherent transport channel, which eventually dominates κL. Four-phonon scattering substantially suppresses the particle-like contribution, particularly in compounds containing heavier halogens. Anharmonic phonon renormalization (APR) hardens selected low-frequency acoustic modes and increases the corresponding direction-resolved phonon group velocities, but it also modifies the anharmonic scattering rates and phonon lifetimes through the temperature-dependent interatomic force constants (IFCs). The synergistic effect of APR on κL is therefore direction-dependent and reflects competition between these harmonic and anharmonic factors. Overall, our findings elucidate the interplay between coherent phonon tunneling and higher-order anharmonicity in quasi-1D BeX2, and provide theoretical guidance for thermal management and the design of ultralow thermal conductivity materials.