Nuclear star clusters around supermassive black holes produce a rich family of transients: tidal disruption events, changing-look AGN, quasi-periodic eruptions, stellar-mass compact-object mergers, and extreme mass-ratio inspirals. In gas-free clusters, the rates of these events are governed by a diffusive “relaxation ladder”: two-body relaxation, scalar resonant relaxation, and vector resonant relaxation, each operating on a distinct timescale and component of orbital energy and angular momentum. When an AGN accretion disk is present, this picture changes qualitatively. Dynamical friction and aerodynamic drag introduce deterministic, non-diffusive drifting that damps orbital energy, damps or realigns angular momentum, and drives chaotic diving through the disk potential. I will show how disk capture reshapes the radial, thermal, and geometric distribution of the nuclear stellar population, yielding a quasi-universal radial profile of embedded objects and natural channels for disk-captured TDEs and changing-look AGN. I will then turn to electromagnetic counterparts of binary black hole mergers embedded in AGN disks, where post-merger refilling of the disk gap produces characteristic SED evolution and multi-band re-brightening light curves. Together, these results argue for a multi-messenger framework connecting dynamics, hydrodynamics, radiation, and gravitational waves to uncover the origin of nuclear transients.