This document serves as the Supplementary Material for the research article titled "Contrasting Upstream Sensitivity and Downstream Risk in Drought Propagation in the Pearl River Basin." It contains all supporting figures (Figs. S1–S6) and tables (Tables S1–S8) that validate the main conclusions of the study. Specifically, it includes the temporal trends of multi-scale drought indices (SPI and SRI), assessments of linear and nonlinear drought response times (via PCC and DITI), goodness-of-fit evaluations for marginal and Copula distributions, and conditional response probabilities derived from Bayesian Networks (BN) across seven sub-basins. This material provides comprehensive quantitative data and visualizations to understand the contrast between upstream natural sensitivity and downstream human-regulated risks in drought propagation.