Background: Right ventricular (RV) dysfunction and insulin resistance independently worsen outcomes in heart failure with preserved ejection fraction (HFpEF), with chronic kidney disease (CKD) further exacerbating this risk. However, their combined prognostic significance has not been fully elucidated. Methods: We prospectively enrolled 395 HFpEF patients admitted between October 2023 and October 2024. Two-dimensional RV free-wall longitudinal strain (2D-RVFWLS), three-dimensional RV ejection fraction (3D-RVEF), and the triglyceride–glucose (TyG) index were measured at baseline. The composite endpoint was cardiovascular (CV) death or HF rehospitalization. Multivariable Cox proportional hazards and Fine-Gray competing risk models were applied to identify predictors of adverse outcomes. Model performance was assessed using the C-index, category-free net reclassification improvement (cfNRI), and integrated discrimination improvement (IDI). Results: RV dysfunction was more frequent and pronounced among HFpEF patients with CKD, as indicated by lower 2D-RVFWLS and 3D-RVEF. During a median follow-up of 18.3 months, 158 patients experienced adverse outcomes. In multivariable Cox models, lower estimated glomerular filtration rate (eGFR) and smaller mitral E/A were independently associated with adverse outcomes. Adding TyG index improved the base model (optimism-corrected ΔC-index = +0.013; apparent ΔC = +0.036), while the combination of TyG and 2D-RVFWLS achieved the highest predictive accuracy and significantly enhanced reclassification (cfNRI +0.362, IDI +0.396, both P < 0.001). Conclusions: In HFpEF, 2D-RVFWLS demonstrates stronger prognostic value than 3D-RVEF. Although discrimination gains were modest in this single-center prospective study, 2D-RVFWLS appears practical and robust, with greatest value when combined with the TyG index, particularly in CKD.