This needs clarification. I experimented bubbling pure oxygen through liquid colophony at 250 C. The result for me was a high yield of dark red colophony. No ashes. However, no else should try this. It is very dangerous because it can produce explosive and toxic peroxides I no longer do this.
I have tried blowing a fan across a pot of cooking colophony. It promotes evaporation of the colophony decreasing the yield. Then, the small puddle will burn, which is what you may have seen.
So, the magic trick is to promote oxidation while limiting evaporation.