Modeling the nonlocal behavior of small-scale structures is almost controversial. The recently developed approach, known as the stress-driven nonlocal model, in which the stress is the input of nonlocal integral, has been proved to pose as a remedy for the ill-posing behavior of strain-driven solutions. Though it is still in its early stages, stress-driven modeling of the nonlinear behavior of nano-scaled problems needs further thought. The coupled displacement field, in particular, makes nano-arches more challenging. The stress-driven formulation, enhanced by constitutive boundary conditions, reveals the thermo-mechanical buckling and post-buckling features of shallow nano-arches for the first time in this research. Furthermore, the single-scaled Helmholtz kernel is replaced with the more appropriate double-scaled kernel known as the bi-Helmholtz averaging nonlocal kernel. Higher-order continuity of the bi-Helmholtz kernel and, hence, constitutive boundary conditions and higher-order differential equations corresponding to the stress-driven scheme hold the key to efficiency. The arch is subjected to uniform temperature and radial pressure at the same time. To demonstrate the response of the nano-arch during buckling and post-buckling, the nonlinear equilibrium path, whether for mechanical or thermal loading, is given for the first time by prevailing on the challenges of the higher-order problems. Moreover, it would be beneficial if one could have the chance to recognize how and when the arch buckles. These valuable data are available in this study to give the limiting parameters at the moment of buckling, including limiting temperature, nonlocal parameter, and geometry.