ALB and Shock: The combined high-risk category (CD4 < 50 cells/μL and TyG ≥ 9.22) displayed the most severe phenotype, with lower platelet, monocyte, and albumin levels; higher LDH, CRP, and bilirubin concentrations; a mean SOFA score of 6.1; and the highest incidence of septic shock (41.6%).