Unmanned aerial vehicles (UAVs) have become essential cyber-physical platforms for applications such as surveillance, infrastructure inspection, emergency response, and intelligent transportation. However, their tight coupling among sensing, communication, control, actuation, and swarm coordination also exposes them to sophisticated cyber-physical attacks that are difficult to detect using conventional intrusion detection systems. Existing machine learning, deep learning, graph-based, and federated intrusion detection approaches generally rely on statistical feature representations or temporal patterns, providing limited capability to model causal dependencies among interacting UAV subsystems and to generalize across heterogeneous operating environments. To address these limitations, this paper proposes Fed-CGIDS-UAV, a federated causal graph learning framework for cross-domain intrusion detection in cyber-physical UAV networks. The proposed framework models each telemetry window as a typed causal graph in which nodes represent navigation, sensing, communication, control, actuation, and swarm states, while directed edges capture stable operational dependencies. Intrusions are detected by identifying violations of these learned causal relationships, and the framework provides interpretable node-edge explanations to support root-cause analysis. Furthermore, federated learning enables collaborative model training across distributed UAV clients without sharing raw telemetry, thereby preserving data privacy while improving robustness under heterogeneous operating conditions. The proposed framework was implemented and experimentally evaluated in a controlled simulation environment covering four UAV operating domains and six representative attack classes. All experiments were repeated over five independent runs using different random seeds, and the reported results correspond to the measured average performance. The proposed framework was implemented using Python 3.12 (Python Software Foundation, Wilmington, DE, USA) and PyTorch 2.3 (Meta Platforms, Menlo Park, CA, USA). UAV flight data were generated using Microsoft AirSim 1.9.1 (Microsoft Corporation, Redmond, WA, USA), integrated with PX4 Autopilot v1.14 (Dronecode Foundation, San Francisco, CA, USA) and Gazebo Sim 11 (Open Source Robotics Foundation, Mountain View, CA, USA). Within this simulation-based evaluation, Fed-CGIDS-UAV achieved an accuracy of 0.968, an F1-score of 0.956, and an internal–external stability gap (IESG) of 0.028, outperforming conventional machine learning, deep learning, graph-based, and centralized causal baselines while maintaining competitive computational latency. Although these results demonstrate the effectiveness of the proposed framework under controlled simulation conditions, validation using real-flight UAV telemetry remains an important direction for future research. These results demonstrate that integrating causal graph learning with federated optimization provides an effective and interpretable solution for privacy-preserving intrusion detection in heterogeneous cyber-physical UAV environments.