This research investigates complex spillover patterns between Chinese Yuan (CNY) and West Texas Intermediate (WTI) oil under a turbulent global environment period from 2020 until 2025, which has witnessed the COVID-19 pandemic, oil price wars, and major geopolitical conflicts. This study utilizes an extensive wavelet-based methodology that includes tests for coherence, phase differences, correlation, and causality, moving beyond a simple two-dimensional analysis to evaluate the complex, multidimensional transformation of the spillover transmission between the Yuan and oil across different time and frequency dimensions. The findings indicate that the spillover patterns are highly dynamic, non-linear, and prone to periods of financial turmoil. This phenomenon is consistent with contagion theory. This research offers crucial policy implications for oil-importing economies such as China, along with strategic insights to investors in developing risk mitigation techniques in an increasingly volatile global market. The study concludes that these patterns will remain ongoing in the future due to prevailing geopolitical and economic uncertainty.