Double curvature structures play a crucial role as load-bearing components across various engineering fields. Functionally graded materials, blending metals and ceramics, boast superior material characteristics, fueling their expanding applications. This study pioneers the non-linear dynamic analysis of sandwich shells that feature functional gradient compositions in thermal settings. We assume that both the upper and lower shells of these double curvature structures are crafted from functionally graded materials, with a ceramic core. This variation in material exhibits a ceramic layer on the inner surface and a metallic layer on the outer surface, showing properties that vary along the shell thickness in a power-law gradient. Non-linear dynamic equations are derived using third-order shear theory, encompassing geometric non-linearity and shear deformation. Employing the Galerkin method, we discretize the equations of motion into a non-linear dynamic system with five degrees of freedom, and subsequently give an analytical expression for the nonlinear naturalfrequency by means of multiscale analysis. Our discussion examines the impacts of structural parameters, porosity volume fraction, volume fraction index, and temperature differences on the non-linear/linear frequency ratio of doubly curved sandwich shells. Calculations reveal a sharp rise followed by a rapid decline in the non-linear/linear frequency ratio with increasing structural aspect ratio b/a. Conversely, it decreases with increasing thickness-to-length and radius-to-length ratios, with temperature differences initially reducing and later increasing it. These findings offer practical insights for designing functional gradient double curvature sandwich shells.