This study employs first-principles Density Functional Theory (DFT) to investigate the structural, electronic, and optical properties of double perovskites Cs2NaXCl6 (X = In, La, Sc, and Y) compounds. By applying various functionals (GGA-PBE, GGA-PBEsol, HSE06, and mBJ), we ensure an accurate and thorough description of their electronic structures and other physical properties. Our analysis reveals excellent mechanical, thermodynamic, and dynamical stability of Cs2NaXCl6 compounds. Band gap calculations employing mBJ and HSE06 functionals reveal wide direct band gaps ranging from 4.1 to 6.4 eV, with notable contributions from Cl-p states near the valence band maximum. Furthermore, electron density analysis highlights a mixed covalent-ionic bonding nature, predominantly ionic. Additionally, the optical conductivity and absorption spectra peaks extend beyond the visible region, indicating potential applications in ultraviolet (UV) technologies. Finally, thermal conductivity analyses exhibit a significant reduction with increasing temperature, suggesting promising applications in high-temperature thermal insulation.