We study the multiplicity and rapidity dependence of thermal and prompt photon production in p+Pb collisions at 5.02 TeV, using a (3+1)D viscous hydrodynamic framework. Direct photon anisotropic flow coefficients $v^gamma_{2,3}$ and nuclear modification factor $R^gamma_mathrm{pPb}(p_T)$ are presented in both the p-going (backward) and the Pb-going (forward) directions. The interplay between initial state cold nuclear effect and final state thermal enhancement at different rapidity regions is discussed. The proposed rapidity dependent thermal photon enhancement and direct photon anisotropic flow observables can elucidate non-trivial longitudinal dynamics of hot quark-gluon plasma droplets created in small collision systems.