To broaden the understanding of classical Cepheid structure, evolution and atmospheres, we have extended our continuing secret lives of Cepheids program by obtaining XMM/Chandra X-ray observations, and Hubble space telescope (HST) / cosmic origins spectrograph (COS) FUV-UV spectra of the bright, nearby Cepheids Polaris, δ Cep and β Dor. Previous studies made with the international ultraviolet explorer (IUE) showed a limited number of UV emission lines in Cepheids. The well-known problem presented by scattered light contamination in IUE spectra for bright stars, along with the excellent sensitivity & resolution combination offered by HST/COS, motivated this study, and the spectra obtained were much more rich and complex than we had ever anticipated. Numerous emission lines, indicating 104 K up to ~3 × 105 K plasmas, have been observed, showing Cepheids to have complex, dynamic outer atmospheres that also vary with the photospheric pulsation period. The FUV line emissions peak in the phase range φ ≈ 0.8-1.0 and vary by factors as large as 10×. A more complete picture of Cepheid outer atmospheres is accomplished when the HST/COS results are combined with X-ray observations that we have obtained of the same stars with XMM-Newton & Chandra. The Cepheids detected to date have X-ray luminosities of log LX ≈ 28.5-29.1 ergs/sec, and plasma temperatures in the 2–8 × 106 K range. Given the phase-timing of the enhanced emissions, the most plausible explanation is the formation of a pulsation-induced shocks that excite (and heat) the atmospheric plasmas surrounding the photosphere. A pulsation-driven α2 equivalent dynamo mechanism is also a viable and interesting alternative. However, the tight phase-space of enhanced emission (peaking near 0.8-1.0 φ) favor the shock heating mechanism hypothesis.