Based on JRA55 daily reanalysis data (1958-2022), this study reveals a vertically resolved mechanism for heat waves (HWs) in the southwestern region of the Mongolian Plateau through composite analysis of 63 extreme events. Key advances include: (1) First identification of a vertically tilted anticyclonic anomaly structure with dual-stratified peaks in local finite-amplitude wave activity-spanning the lower stratosphere/upper troposphere and mid-lower troposphere-revealing a new dynamical type for HWs. (2) Discovery of layer-specific thermodynamic and dynamic pathways. In free atmosphere, it is dominated by dynamical subsidence and remote wave forcing driving adiabatic warming; while in planetary boundary layer, it is governed by local diabatic heating, initiated by dynamically-reduced clouds and sustained by longwave radiation, with suppressed sensible heat flux. This layered thermodynamic structure, contrasting sharply between levels, represents a novel paradigm for HW development. (3) Paradigm-shifting differentiation from Eastern China HWs. HWs in the southwestern region of the Mongolian Plateau exhibit shorter thermal cycles and diabatic-heating dominance, mechanistically attributed to higher anomaly mobility and arid soil-constrained feedbacks-establishing a distinct category of continental-interior HWs. These findings redefine the genesis framework for dryland HWs, with direct implications for improving regional climate predictability.