Upstream–downstream nutrient connectivity strongly regulates water-quality risk in reservoir cascades, yet its quantification remains difficult where discharge, reservoir release, and hydraulic residence-time records are unavailable. This study developed a causal–explainable framework to diagnose total nitrogen (TN) connectivity between the upstream Shimantan Reservoir and downstream Banqiao Reservoir in the Huai River Basin, China. Long-term water-quality records, meteorological variables, land-cover indicators, seasonal descriptors, and lagged upstream predictors were integrated within a leakage-safe analytical workflow combining nonlinear causal inference, time–frequency coupling diagnostics, predictive modeling, SHAP-based attribution, and counterfactual analysis. Convergent Cross Mapping identified statistically significant asymmetric bidirectional nonlinear coupling, with a CCM skill of ρ = 0.746 for Shimantan TN → Banqiao TN and p = 0.730 for the reverse direction (p = 0.002 for both directions). Wavelet coherence showed that upstream–downstream TN coupling was concentrated mainly at short temporal scales, with a cone-of-influence-restricted mean squared coherence of 0.7114 in the 2–6-month intra-seasonal band. The validation-selected Gradient Boosting model provided interpretable test-period predictive skill, on independent source-derived observations from 2021–2023, achieving R2 = 0.567, RMSE = 0.391 mg/L, and MAE = 0.312 mg/L. The GAN-generated 2024–2025 segment was excluded from empirical model evaluation and retained only for exploratory future-scenario assessment. SHAP decomposition indicated that upstream-related predictors accounted for 77.04% of the total absolute model attribution during high-TN events, while seasonal conditioned counterfactual upstream neutralization produced mean model-predicted changes of 0.162 mg/L across all test observations and 0.807 mg/L during high-TN events. Together, these results demonstrate that hidden upstream-downstream TN connectivity can be diagnosed through convergent causal, temporal, predictive, and model-attribution evidence in data-limited reservoir cascades. The findings support asymmetric coupled dynamics and downstream inheritance of upstream information but should not be interpreted as proof of exclusively one-way physical nutrient transport. The proposed framework offers a diagnostic decision-support approach for reservoir systems with sufficiently long monitoring records where direct hydraulic observations are unavailable.