Both blue- and redshifts of resonant modes are observed in the rolled-up Y2O3/ZrO2 tubular microcavity during a conformal oxide coating process. Our investigation based on spectral analyses suggests that there are two competitive processes during coating: desorption of both chemically and physically absorbed water molecules and increase of the tube wall thickness. The redshift is due to the increase of the wall thickness and corresponding light confinement enhancement. On the other hand, desorption of water molecules by heating leads to a blueshift. The balance of these two factors produces the observed bi-directional shift of the modes while they both contribute to promoted quality factor after coating.