URL+HTML feature fusion shows promise for robust malicious URL detection, since attacker artifacts persist in DOM structures. However, prior work suffers from four critical shortcomings: (1) incomplete URL modeling, failing to jointly capture lexical patterns and semantic context; (2) HTML graph sparsity, where threat-indicative nodes (e.g., obfuscated scripts) are isolated amid benign content, causing signal dilution during graph aggregation; (3) unidirectional analysis, ignoring URL-HTML feature bidirectional interaction; and (4) opaque decisions, lacking attribution to malicious DOM components. To address these challenges, we present WebGuard++, a detection framework with 4 novel components: 1) Cross-scale URL Encoder: Hierarchically learns local-to-global and coarse to fine URL features based on Transformer network with dynamic convolution. 2) Subgraph-aware HTML Encoder: Decomposes DOM graphs into interpretable substructures, amplifying sparse threat signals via Hierarchical feature fusion. 3) Bidirectional Coupling Module: Aligns URL and HTML embeddings through cross-modal contrastive learning, optimizing inter-modal consistency and intra-modal specificity. 4) Voting Module: Localizes malicious regions through consensus voting on malicious subgraph predictions. Experiments show WebGuard++ achieves significant improvements over state-of-the-art baselines, achieving 1.1x-7.9x higher TPR at fixed FPR of 0.001 and 0.0001 across both datasets.