Assuming the Riemann hypothesis (RH) and the linear independence conjecture (LI), we show that the weighted count of primes in multiple short intervals follows a multivariate Gaussian distribution with weak negative correlations. As an application, we obtain short-interval analogues of many results in the literature on the Shanks--Rényi prime number race, including a sharp phase transition: biased races between primes in short intervals emerge once the number of intervals exceeds an explicit critical threshold. Our result is new even for a single moving interval, particularly under a quantitative formulation of the linear independence conjecture (QLI).