Climate change amplifies dry and hot extremes, yet the mechanism, extent, scope, and temporal scale of causal linkages between dry and hot extremes remain underexplored. Here using the concept of system dynamics, we investigate cross-scale interactions within dry-to-hot and hot-to-dry extreme event networks and quantify the magnitude, temporal-scale, and physical drivers of cascading effects (CEs) of drying-on-heating and vice-versa, across the globe. We find that locations exhibiting exceptionally strong CE (hotspots) for dry-to-hot and hot-to-dry extremes generally coincide. However, the CEs differ strongly in their timescale of interaction, hydroclimatic drivers, and sensitivity to changes in the soil-plant-atmosphere continuum and background aridity. The CE of drying-on-heating in the hotspot locations reaches its peak immediately driven by the compounding influence of vapor pressure deficit, potential evapotranspiration, and precipitation. In contrast, the CE of heating-on-drying peaks gradually dominated by concurrent changes in potential evapotranspiration, precipitation, and net-radiation with the effect of vapor pressure deficit being strongly controlled by ecosystem isohydricity and background aridity. Our results help improve our understanding of the causal linkages and the predictability of compound extremes and related impacts.