Insects increasingly encounter environmental extremes as temporally structured sequences rather than isolated exposures. Yet compound-stress studies are often interpreted primarily from stressor identity and concurrent interaction, leaving exposure order, inter-event interval, retained physiological state, and recovery insufficiently integrated. This article develops a conceptual architecture for sequence-sensitive compound stress. The framework treats each exposure as an event acting on a biological state inherited from prior conditions, while separating persistent injury, acclimatory state, cross-generational carry-over, and recovery-dependent residual effects. Evidence from thermal extremes, pesticides, nutrition, infection, and ecological resource pathways shows that interaction direction can depend on genotype, sex, taxon, life stage, nutritional context, endpoint, and recovery history. The architecture therefore rejects the assumption that synergy or antagonism is an intrinsic property of a stressor pair. Instead, interaction is interpreted as conditional on the state in which the second event is received. The framework also distinguishes stressor duration from inter-event interval and survival from reproductive, developmental, immune, and behavioral consequences. Its central output is a proposed state-transition logic for organizing sequence-sensitive responses without implying a universal mechanism or predictive model. This structure identifies experimentally testable distinctions while preserving taxonomic, temporal, mechanistic, and laboratory-to-field boundaries.