Cognitive radio networks (CRNs) face significant challenges in dynamic spectrum access due to the complex interactions among multiple secondary users, sparse reward signals, and poor cross-domain generalization. Existing approaches, ranging from traditional optimization to single-agent deep reinforcement learning (DRL), struggle to balance spectral efficiency, collision avoidance, and adaptability in heterogeneous wireless environments. In this paper, we propose FedMA-DRL, a federated multi-agent deep reinforcement learning framework that integrates centralized training with decentralized execution (CTDE), graph neural network (GNN)-augmented Q-value prediction, age-aware federated aggregation (FedAge), and attention-based domain adaptation for joint channel selection and power control in CRNs. The GNN module captures topological relationships among secondary users through attention-weighted message passing on the interference graph, while the FedAge strategy enables privacy-preserving knowledge sharing with staleness-aware weighting. Extensive experiments on a CRN testbed with 10 PU channels and 15 heterogeneous SUs demonstrate that FedMA-DRL achieves 14.87 Mbps SU throughput, 0.038 collision probability, 4.35 bits/Joule energy efficiency, and 6.23 bits/s/Hz spectrum efficiency, outperforming existing methods including R2D2 and C-DRL. Ablation studies and cross-domain evaluations further confirm the effectiveness of each proposed component.