Colorectal cancer (CRC) remains a formidable clinical challenge due to immune escape, metastasis, and resistance to conventional therapies. This study engineered a tumor microenvironment (TME)-responsive platform of orthogonally masked polyethylene glycol (omPEG)-coated solid lipid nanoparticles (SLNs) for targeted combinatorial immunotherapy in EGFR/PD-L1/CTLA-4-dysregulated CRC. The formulation co-delivered NMS-873 (NM), a VCP/p97 inhibitor, to induce endoplasmic reticulum stress (ERS) and proteostasis collapse, together with bispecific PD-L1/CTLA-4 aptamers (P1C4) for dual checkpoint blockade. A complementary SLN formulation encapsulating galunisertib (G) and DNase (DN) degraded neutrophil extracellular traps (NETs) and suppressed tumor-associated neutrophils (TANs), thereby reshaping the immunosuppressive TME. The pH-sensitive omPEG shell preserved peptide ligand activity in circulation and enabled tumor-localized exposure of moieties targeting EGFR, ER, PD-L1, and CXCR2, thereby directing delivery toward CRC cells, tumor-associated macrophages (TAMs), and TANs. NM-induced ERS led to immunogenic cell death, G1 arrest, and apoptosis, while P1C4 co-loading suppressed epithelial-mesenchymal transition (EMT) and cancer stem cell (CSC)-like traits by downregulating N-cadherin/Slug/Snail/Smad and CD44/Oct4/Nanog/c-Myc/MMP-9 and restoring E-cadherin, thereby mitigating tumor migration and aggressiveness. The combinatorial treatment provoked potent antitumor immunity, reactivated dendritic and CD8⁺/CD4⁺ T cells, and enhanced proinflammatory cytokines (IL-1α, IL-2, IL-9, IL-12, IFN-γ, TNF-α, MIP-1β), while suppressing TGF-β, IL-4, IL-5, IL-10, Tregs, TAMs, and TANs. In vivo PET/MRI imaging and immunohistopathological analyses confirmed selective tumor accumulation and effective tumor regression. This peptide-guided, TME-tailored SLN strategy achieves coordinated immune reprogramming, ERS induction, EMT/CSC reversal, NET disruption, and dual checkpoint blockade, offering a clinically translatable platform to overcome chemoimmunotherapy resistance in EGFR/PD-L1/CTLA-4-driven CRC.