This paper addresses the dynamic thermophysiological characteristics of high intensity interval training and proposes a multi-physics coupled dynamic thermal management model and a flexible integrated heat recovery solution. The model integrates metabolic heat production, blood convection, and environmental interaction. Simulations show that the average RMSE between simulated and measured core body temperature is 0.12-0.13°C. It accurately reflects the temperature differences between muscle and adipose tissue (heating rates of 0.25°C per minute and 0.12°C per minute, respectively, during exercise) and heat transfer hysteresis. The heat recovery solution utilizes thermoelectric conversion and mechanical energy capture in tandem. Simulations demonstrate a recovery efficiency of 25.8% at an intensity of 80% VO₂ max and low temperature. A cumulative energy recovery of 350-420 J can be achieved in a 30 minutes session, supporting 4-6 hours of operation for exercise monitoring equipment. This research provides new insights into scientific high intensity interval training and energy recovery technologies.