Pollutant transport has a substantial impact on the atmospheric environment in megacity clusters. However, owing to the lack of knowledge of vertical pollutant structure, quantification of transport processes and understanding of their impacts on the environment remain inadequate. In this study, we retrieved the vertical profiles of aerosols, nitrogen dioxide (NO2), and formaldehyde (HCHO) using multi-axis differential optical absorption spectroscopy (MAX-DOAS) and analyzed three typical transport phenomena over the North China Plain (NCP) and Yangtze River Delta (YRD). We found the following: (1) the main transport layers (MTL) of aerosols, NO2, and HCHO along the southwest–northeast transport pathway in the Jing-Jin-Ji region were approximately 400–800, 0–400, and 400–1200 m, respectively. The maximum transport flux of HCHO appeared in Wangdu (WD), and aerosol and NO2 transport fluxes were assumed to be high in Shijiazhuang (SJZ), both urban areas being significant sources feeding regional pollutant transport pathways. (2) The NCP was affected by severe dust transport on 15 March 2021. The airborne dust suppressed dissipation and boosted pollutant accumulation, decreasing the height of high-altitude pollutant peaks. Furthermore, the dust enhanced aerosol production and accumulation, weakening light intensity. For the NO2 levels, dust and aerosols had different effects. At the SJZ and Dongying (DY) stations, the decreased light intensity prevented NO2 photolysis and favored NO2 concentration increase. In contrast, dust and aerosols provided surfaces for heterogeneous reactions, resulting in reduced NO2 levels at the Nancheng (NC) and Xianghe (XH) stations. The reduced solar radiation favored local HCHO accumulation in SJZ owing to the dominant contribution of the primary HCHO. (3) Back-and-forth transboundary transport between the NCP and YRD was found. The YRD-to-NCP and NCP-to-YRD transport processes mainly occurred in the 500–1500 and 0–1000 m layers, respectively. This transport, accompanied by the dome effect of aerosols, produced a large-scale increase in PM2.5, further validating the haze-amplifying mechanism.
