Formula Presented is an archetypal system in which superconductivity and charge density wave (CDW) coexist and compete macroscopically with each other. In particular, this interplay also manifests in their dynamical fluctuations. As a result, the superconducting amplitude fluctuation (i.e., Higgs mode) is pushed below the quasiparticle continuum, allowing it to become a coherent excitation observable by Raman scattering. In the present study, we coherently drive the collective oscillations of the two orders and visualize their interplay in the time domain. We find that both collective modes contribute to terahertz third-harmonic generation (THG) and their THG signals interfere below Formula Presented, leading to an antiresonance of the integrated THG signal. The dynamical Ginzburg-Landau model suggests that around the antiresonance a periodic energy transfer between the driven Higgs oscillations and the driven CDW oscillations is possible. Our results illustrate the roles of collective modes in the terahertz THG process, revealing a close connection of this technique to Raman scattering. In systems where the different collective modes are coupled, our experimental scheme also illustrates a paradigm for realizing coherent control via such couplings.