Zintl phase compounds, characterized by the traits of a phonon-glass and electron-crystal, stand out as promising candidates for thermoelectric applications. This study delves into the thermoelectric properties of Zintl phase Na2CaCdSb2 compound through a synergy of first-principles calculations, machine learning interatomic potential approach based on the two-channel model, and high-throughput screening calculations electron lifetimes and transport properties. With an indirect bandgap of 1.02 eV, Na2CaCdSb2 compound unique cage-like structure enables it to possess an ultra-high carrier mobility. The high valence band degeneracy and anisotropic band (light-heavy band) lead to a high power factor for the p-type Na2CaCdSb2 compound. The strong fourth-order anharmonicity of the rattling-like Na atoms manifests the low lattice thermal conductivity on the basis of two-channel model. The loosely bonding Na atom displays random rotations and dynamically disordered orientations, leading to the weakly disordered nature of Na2CaCdSb2 compound. The unique crystal structure coupled with the abundance of diffusion-like phonons play a pivotal role in the phonon transport Na2CaCdSb2 compound. Considering the low lattice thermal conductivity and high power factor with the framework of a two-channel model, the n-type and p-type Na2CaCdSb2 compounds exhibit optimal figure-of-merits (ZT) of 1.0 and 2.0 at 600 K showcasing excellent thermoelectric performance. Meanwhile, the optimal ZT of 2.3 is achieved for p-type Na2CaCdSb2 compound at the same temperature along the x-direction. Our present study not only provides fundamental insights into the thermal and electronic transport properties of Na2CaCdSb2 compound under the two-channel model in combination with the four-phonon scattering mechanism and multiple carrier scattering mechanisms, respectively, but also rationalize the crucial high-order phonon interactions and two-channel lattice thermal transports with low lattice thermal conductivity.