Traditional Digital Twins (DTs) in energy sectors lack cyber-threat awareness, while cybersecurity DTs overlook downstream physical impacts. Loosely coupled co-simulations attempt to bridge this gap but introduce computational lags that mask critical cross-domain vulnerabilities. To address these limitations, this paper proposes a unified, tightly coupled DT framework that integrates energy systems and cybersecurity domains into a single environment. The methodology models the precise mathematical, thermal, and electrical constraints of key assets to capture cross-domain feedback loops. Specifically, a power transformer and a microgrid-connected inverter serve as case studies to map cyberattack vectors directly onto physical definitions. Numerical validation evaluates multiple threat scenarios, including supervisory, measurement, and physical-level (harmonic) attacks on the transformer, alongside short-circuit and hybrid phase-harmonic attacks on the inverter. Results demonstrate how subtle digital disruptions propagate past communication layers to induce physical degradation and operational stress. By explicitly detailing the governing equations and providing sensitivity analyses, this work delivers a transparent, high-fidelity methodology for protecting critical cyber-physical infrastructures from asset-destructive manipulations.