Multi-domain physics-informed neural networks (PINNs) flexibly model medium-specific representations to solve fluid--solid conjugate heat transfer (CHT). However, standard multi-domain PINNs enforce governing equations and interface conditions on separately sampled domain supports, which can yield plausible temperature fields but inaccurate end-to-end energy transfer and outlet temperatures. We propose Cova-PINN, a multi-domain PINN framework that aligns conservation support with thermal interaction paths in complex geometries. Cova-PINN jointly optimizes cross-domain composite control-volume balances at the local scale and paired-wall closure at the global exchanger scale. We evaluate Cova-PINN on four triply periodic minimal surface (TPMS) heat exchangers and a geometrically distinct DualMS design against CHT-specific, optimization-oriented, and complex-geometry PINN baselines under a common protocol. Relative to the closest baseline, MUSA-PINN-CHT, Cova-PINN reduces average outlet-temperature and device-level closure errors across the four TPMS topologies by $37.7\%$ and $60.2\%$, respectively, while also improving full-field and heat-duty accuracy, with consistent gains on DualMS.

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