From the early Universe to cosmic accelerators: messengers beyond light

The quest to uncover physics Beyond the Standard Model (BSM) faces two fundamental experimental limitations: the energy reach of terrestrial colliders, limited to the TeV scale by current accelerator technology, and the depth of cosmological observations, which typi-cally probes only up to the epoch of the cosmic microwave background. Yet, the universe itself provides laboratories at energies and epochs far beyond human made experiments. In this thesis, I explore how emerging cosmic messengers, gravitational waves (GWs) and high-energy neutrinos, offer unprecedented opportunities to probe new physics in otherwise inaccessible regimes.In particular, I investigate how these probes can shed light on some of the most profound open questions in fundamental physics: the origin of the matter-antimatter asymmetry, the nature of dark matter (DM), and the origin of neutrino masses. GWs, whose direct detection became reality less than a decade ago, have rapidly evolved into a powerful observational tool. Recent evidence for a stochastic GW background by the pulsar timing arrays underscores their potential to reveal phenomena from the very early Universe. Next generation detectors, such as LISA and the Einstein Telescope, have the potential to probe even earlier epochs and to test a plethora of new physics scenarios. Among these, a particularly intriguing possibility that I discuss is that a stochastic GW signal may originate from a first-order phase transition in the early universe, potentially connected to the generation of the baryon asymmetry. Similarly, the past decade has witnessed the first detections of astrophysical high-energy neutrinos made by IceCube, opening a new observational window on both cosmic accelera-tors and possible dark sectors. New generation neutrino observatories, such as IceCube-Gen2 and KM3NeT, will offer improved sensitivity and larger datasets, enabling more stringent tests of BSM scenarios. At the same time, they will enhance our understanding of astro-physical sources.