To improve the tribological properties of tantalum-tungsten alloys, dual-layer composite coatings are designed using micro-arc oxidation (MAO) and chemical vapor deposition (CVD) techniques. By adjusting the concentrations of NaOH and NaF additives as well as the oxidation mode (constant current/voltage) of MAO process, the microstructure and properties of underlying MAO layers are tailored for better matching with the top parylene layer, aiming to develop composite coatings capable of service under heavy loads. A comprehensive study is conducted to evaluate the effect of these parameters on the growth, microstructure, bond strength, and mechanical properties of MAO coatings, along with their subsequent impact on the friction and wear behavior under various loads for composite coatings. The findings reveal that increasing the concentration of either NaOH or NaF significantly increases the coating thickness, surface porosity, crystallinity, and hardness of MAO coatings, by promoting the spark discharge activities. However, distinct interfacial growth behavior is observed due to anionic effects caused by OH− and F−. The oxidation mode plays a crucial role in determining the mechanical quality of coatings; the constant voltage mode facilitates dense coatings with high adhesion due to its self-repairing mechanism. Furthermore, wear tests confirm that the enhanced mechanical properties and open-porosity of the MAO coatings markedly improve the tribological performance of composite coatings. This improvement is attributed to the excellent load-bearing capacity provided by hard MAO layers, as well as the anchoring and storage capabilities of the textural porous surfaces. The optimized composite coating demonstrates long-lasting low friction even under heavy loads up to 80 N.