A comparative and systematic study is made of 2-dimensional CP( n) σ-models and new 4-dimensional HP( n) σ-models and their respective embedded U(1) and Sp(1) holonomic gauge field structures. The central theme is complex versus quaternionic analyticity. A unified formulation is achieved by way of Cartan's method of moving frames adapted to the hypercomplex geometries of the harmonic symmetric spaces CP(n) ≈ SU(n + 1) SU(n) × U(1) and HP(n) ≈ Sp(n + 1) Sp(n) × Sp(1) respectively. Elements of complex Kähler manifolds are applied to a detailed analysis of the CP( n) σ-model and its instanton sector. Generalization to any Kählerian σ-model is manifest. On the basis of Cauchy-Riemann analyticity, Kählerian models are shown to have an infinite number of local continuity equations. In a parallel manner, new 4-dimensional conformally invariant HP( n) σ-models are constructed. Focus is on the latter's hidden local gauge invariance in their holonomy group Sp( n) × Sp(1) which allows a natural embedding of the Sp(1) ≈ SU(2) pure Yang-Mills theory. The associated quaternionic structure is discussed in light of both quaternionic quantum mechanics and Kählerian geometry. In this chiral setting, the SU(2) Yang-Mills duality equations are cast into quaternionic Cauchy-Riemann equations over S 4 ≈ HP(1), the conformal spacetime. In analogy to the CP( n) case, their rational solutions are the most general (8 n − 3) parameter instantons where the associated algebraic nonlinear equations of the type of Atiyah, Drinfeld, Hitchin, and Manin are now expressed in a new conformally invariant form. Geometrically, the SU(2) instantons solve the Frenet-Serret equations for quaternionic holomorphic curves; they are conformal maps from HP(1) into HP( n) with n their second Chern index. Fueter's quaternionic analysis is presented, then applied: Fueter functions are particularly suited for the solutions of 't Hooft, of Jackiw, Nohl and Rebbi, and of Witten and Peng, as well as the self-dual finite action per unit time solution of Bogomol'nyi, Prasad and Sommerfield. Generalizing the latter, a new solution with unit Chern index and finite action per unit spacetime cell is found. It is expressed in terms of the quaternionic fourfold quasi-periodic Weierstrass Zeta function. Finally the essence of our method is revealed in terms of universal connections over Stiefel bundles; generalization to real, complex and quaternionic classifying Grassmanian σ-models with their embedded SO( m), SU( m) and Sp( m) gauge fields is outlined in terms of gauge invariant projector valued chiral fields. Other outstanding problems are briefly discussed.