To broaden the understanding of classical Cepheid structure, evolution and atmospheres, we have extended our continuing secret lives of Cepheids program by obtaining XMM/Chandra X-ray observations, and Hubble space telescope (HST) / cosmic origins spectrograph (COS) FUV-UV spectra of the bright, nearby Cepheids Polaris, ${delta}$ Cep and ${eta}$ Dor. Previous studies made with the international ultraviolet explorer (IUE) showed a limited number of UV emission lines in Cepheids. The well-known problem presented by scattered light contamination in IUE spectra for bright stars, along with the excellent sensitivity & resolution combination offered by HST/COS, motivated this study, and the spectra obtained were much more rich and complex than we had ever anticipated. Numerous emission lines, indicating $10^4$ K up to ${sim}3{ imes}10^5$ K plasmas, have been observed, showing Cepheids to have complex, dynamic outer atmospheres that also vary with the photospheric pulsation period. The FUV line emissions peak in the phase range ${varphi}{approx}0.8-1.0$ and vary by factors as large as $10{ imes}$. A more complete picture of Cepheid outer atmospheres is accomplished when the HST/COS results are combined with X-ray observations that we have obtained of the same stars with XMM-Newton & Chandra. The Cepheids detected to date have X-ray luminosities of log $L_X{approx}28.5-29.1$ ergs/sec, and plasma temperatures in the $2-8{ imes}106$ K range. Given the phase-timing of the enhanced emissions, the most plausible explanation is the formation of a pulsation-induced shocks that excite (and heat) the atmospheric plasmas surrounding the photosphere. A pulsation-driven ${alpha}^2$ equivalent dynamo mechanism is also a viable and interesting alternative. However, the tight phase-space of enhanced emission (peaking near 0.8-1.0 ${varphi}$) favor the shock heating mechanism hypothesis.