Although relaxor ferroelectrics (RFEs) have received considerable attention in advanced pulsed power capacitor systems (APPCSs) due to their numerous advantages, it remains difficult to achieve comprehensive outstanding energy storage performance (ESP) owing to the trade-offs among recoverable energy density (Wrec), energy efficiency (η) and thermal stability. In this work, we proposed a collaborative optimization strategy for improving the ESP of (Ba0.8Sr0.2)TiO3 (BST)-based RFE ceramics, i.e., the introduction of Bi(Mg0.5Zr0.5)O3 (BMZ) and the use of viscous polymer process (VPP). The former obstructs the long-range ferroelectric order, induces high dynamic polar nanoregions and broadens temperature stabilized platform, thus alleviating the polarization hysteresis and increasing the energy efficiency. The latter progressively dilute pore concentration and thins the sample to ∼70 μm, which can greatly improve breakdown strength. As a result, exceptional ESP parameters are simultaneously achieved in 0.85BST-0.15BMZ ceramics by VPP (BMZ15VPP), which exhibit ultrahigh Wrec (10.3 J/cm3) and high η (88%) under 720 kV/cm while maintaining stable temperature stability. It is also noteworthy that a superior current density of 800 A/cm2 and a power density of 140 MW/cm3 are obtained. The overall excellent performance implies the competitiveness of BMZ15VPP in APPCSs and the feasibility of this strategy in designing compositive high ESP ceramic systems.