Schizophrenia (SCZ) is a complex psychiatric disorder with heterogeneous molecular underpinnings that remain poorly resolved by conventional single-omics approaches, limiting biomarker discovery and mechanistic insights. To address this gap, we applied an artificial intelligence (AI)-driven multi-omics framework to an open access dataset comprising plasma proteomics, post-translational modifications (PTMs), and metabolomics to systematically dissect SCZ pathophysiology. In a cohort of 104 individuals, comparative analysis of 17 machine learning models revealed that multi-omics integration significantly enhanced classification performance, reaching a maximum AUC of 0.9727 (95% CI: 0.8889-1.000) using LightGBMXT, compared to 0.9636 (95% CI: 0.8636-1.0000) with CNNBiLSTM for proteomics alone. Interpretable feature prioritization identified carbamylation at immunoglobulin-constant region sites IGKC_K20 and IGHG1_K8, alongside oxidation of coagulation factor F10 at residue M8, as key discriminative molecular events. Functional analyses identified significantly enriched pathways including complement activation, platelet signaling, and gut microbiota-associated metabolism. Protein interaction networks further implicated coagulation factors F2, F10, and PLG, as well as complement regulators CFI and C9, as central molecular hubs. The clustering of these molecules highlights a potential axis linking immune activation, blood coagulation, and tissue homeostasis, biological domains increasingly recognized in psychiatric disorders. These results implicate immune-thrombotic dysregulation as a critical component of SCZ pathology, with PTMs of immune proteins serving as quantifiable disease indicators. Our work delineates a robust computational strategy for multi-omics integration into psychiatric research, offering biomarker candidates that warrant further validation for diagnostic and therapeutic applications.