This study investigates the dynamic connectedness between the USA's corporate bond market (CB) and various factors, including WTI, financial uncertainty, and geopolitical risks. We employ two advanced techniques to analyse these relationships: TVP-Vector autoregressive (TVP-VAR) and VAR connectedness. Specifically, we focus on two significant events, the Russian-Ukrainian conflict (RUC) and the COVID-19 pandemic (C19P), to provide insights into the behaviour of the CB during these critical periods against the oil prices and uncertainties. The empirical analysis reveals compelling findings, particularly concerning the extreme events and the magnitude of effects observed. We find a significant increase in interconnections over the time impacts during these two events, lending support to using an asymmetric and heterogeneous product over the time-varying. Furthermore, we observe that the influence of the GPR and the VIX factors is more robust when uncertainty rises rather than decreases, indicating temporary events. Policymakers and macroprudential authorities can benefit from these findings, as they emphasise the need to adapt to a changing monetary policy and reduce reliance on energy volatility to make informed decisions in a rapidly evolving financial landscape.