Colloidal suspensions of hard-spheres show significant shear thinning and shear thickening at volume fractions above about Φ=0.20; these suspensions show progressively more shear thinning and shear thickening with increasing volume fraction. Shear thickening is known to occur via the formation of load bearing hydroclusters from theory, simulations, flow-SANS experiments, and indirect rheological measurements, but there are no previous SANS measurements of the structural rearrangements that accompany shear thinning or thickening directly in the plane of shear (the 1-2 or flow-gradient plane). Here, we study model suspensions of near hard-sphere silica particles, approximately 100nm in diameter in a near contrast-matching Newtonian solvent mixture of deuterated ethylene glycol and polyethylene glycol via rheo-SANS in the radial and tangential direction (1-3 and 2-3 shear planes) and flow-SANS down the gap (in the 1-2 plane). Volume fractions of Φ=0.52 and 0.40 are examined in the 1-2 plane. Significant anisotropic structure is evident around the peak in the structure factor in the shear thickened state, which is compared with theory and simulations for the structure of the hydroclustered state. The microstructure results are compared to the measured rheology to develop structure-property relations for colloidal suspension rheology.