As a critical core node of the "Belt and Road" Initiative and a representative arid-zone urban agglomeration in Northwest China, the Urumqi-Changji-Shihezi (U-Chang-Shi) region faces severe air pollution, posing significant threats to ecological security and public health. Leveraging the 2000-2022 China High-Resolution Air Quality (CHAP) dataset and multi-source meteorological data, this study systematically investigates the spatiotemporal evolution of PM2.5, PM10, and ozone (O-3) alongside their driving mechanisms. Results reveal distinct seasonal patterns: PM2.5 and PM10 concentrations peak in winter due to coal combustion emissions and unfavorable static meteorological conditions, while dropping below 30 mu g/m(3) in summer as photochemical reactions weaken. The Mann-Kendall (MK) trend test, combined with spatial-temporal analysis methods, elucidates the complex pollution dynamics. The U-Chang-Shi industrial belt acts as a pollution hotspot, with Dabancheng District exhibiting elevated PM10 levels attributed to pollutant transport and terrain effects. O-3 pollution intensifies in spring and summer, surging post-2016 across regional cities, with Shihezi showing a 16.7% annual increase. Key drivers include unfavorable static meteorology and sparse vegetation for particulate pollutants, while precipitation (P) wet deposition enhances their removal. O-3 production is modulated by potential evapotranspiration (PET) and wind speed (WIND), with high temperatures (T) accelerating photochemical reactions, although counteracted by particulate matter. Hybrid Single-Particle Lagrangian Integrated Trajectory Model (HYSPLIT) simulations indicate that Eurasian mid-latitude winter circulation and cross-border dust contribute to winter PM10 variability. Although the "coal-to-gas" project mitigated particulate pollution, its efficacy is constrained by Shihezi's lagging industrial restructuring. This study provides critical insights for optimizing air pollution control strategies in ecologically vulnerable regions of Northwest China and arid-zone urban agglomerations under the Belt and Road Initiative, emphasizing the need for region-specific emission reduction measures and cross-border collaboration.