The quasi-two-dimensional Mott insulator α-RuCl_{3} is proximate to the sought-after Kitaev quantum spin liquid (QSL). In a layer of α-RuCl_{3} on graphene, the dominant Kitaev exchange is further enhanced by strain. Recently, quantum oscillation (QO) measurements of such α-RuCl_{3} and graphene heterostructures showed an anomalous temperature dependence beyond the standard Lifshitz-Kosevich (LK) description. Here, we develop a theory of anomalous QO in an effective Kitaev-Kondo lattice model in which the itinerant electrons of the graphene layer interact with the correlated magnetic layer via spin interactions. At low temperatures, a heavy Fermi liquid emerges such that the neutral Majorana fermion excitations of the Kitaev QSL acquire charge by hybridizing with the graphene Dirac band. Using ab initio calculations to determine the parameters of our low-energy model, we provide a microscopic theory of anomalous QOs with a non-LK temperature dependence consistent with our measurements. We show how remnants of fractionalized spin excitations can give rise to characteristic signatures in QO experiments.