This study examines the time-varying external connectedness among fossil energy prices, strategic metal markets, and policy uncertainty indices over the period January 1988 to December 2024 using a TVP-VAR-based connectedness framework. By incorporating monthly data on Brent, Dubai, and WTI crude oil prices, aluminum, copper, and nickel prices, as well as Climate Policy Uncertainty (CPU) and Trade Policy Uncertainty (TPU) indices, the study captures directional spillover dynamics across economic, environmental, and strategic commodity domains. The results reveal that energy prices are persistent net shock transmitters, while strategic metals-especially aluminum-consistently absorb external shocks. Policy uncertainty indicators exhibit an evolving sensitivity to market-originated disturbances. These findings offer a comprehensive view of the systemic structure of interconnected markets and support the development of responsive, threshold-based, and shocksensitive policy mechanisms. This study contributes to the literature by providing an integrated framework to identify, monitor, and manage multi-market vulnerabilities in the era of energy transition and geopolitical uncertainty.