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Dwarf galaxies provide powerful laboratories for studying galaxy formation physics. Their early assembly, shallow gravitational potentials, and bursty, clustered star formation histories make them especially sensitive to the processes that regulate baryons through multi-phase outflows. Using high-resolution, cosmological zoom-in simulations of a dwarf galaxy from the Pandora suite, we explore the impact of stellar radiation, magnetic fields, and cosmic ray feedback on star formation, outflows, and metal retention. We find that our purely hydrodynamical model without non-thermal physics – in which supernova feedback is boosted to reproduce realistic stellar mass assembly – drives violent, overly enriched outflows that suppress the metal content of the host galaxy. Including radiation reduces the clustering of star formation and weakens feedback. However, the additional incorporation of cosmic rays produces fast, mass-loaded, multi-phase outflows consisting of both ionized and neutral gas components, in better agreement with observations. These outflows, which entrain a denser, more temperate ISM, exhibit broad metallicity distributions while preserving metals within the galaxy. Furthermore, the star formation history becomes more bursty, in agreement with recent JWST findings. These results highlight the essential role of non-thermal physics in galaxy evolution and the need to incorporate it in future galaxy formation models.