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Accelerating climate change is fundamentally transforming indoor thermal environments, intensifying heat exposure and variability that threaten occupant health, productivity, and well-being. In response to changing indoor conditions, occupants adopt adaptive behaviors such as adjusting clothing, opening windows, or operating HVAC systems that in turn reshape indoor environments. Understanding these complex human-environment interactions under future climate scenarios is critical for developing resilient and occupant-centric building strategies. This study proposes a hybrid experimental framework that integrates immersive virtual environments (IVEs) with a climate-controlled physical laboratory to investigate thermal-related occupant behaviors under future climate scenarios. The experimental setup combines visual immersion through virtual scenarios with precise control of thermal stimuli, enabling realistic simulation of future indoor conditions. Behavioral responses, physiological signals (e.g., heart rate, skin temperature), and psychological assessments (e.g., perceived thermal comfort, stress) were systematically collected from participants exposed to varied thermal scenarios. The collected multi-dimensional data provide a basis for modeling occupant behavior patterns and identifying the physiological and psychological factors that drive adaptive responses. The study further outlines the future integration of reinforcement learning-based occupant behavior models with building energy simulations via co-simulation, enabling closed-loop modeling of human-building interactions. This approach contributes to advancing climate-resilient building design, supporting the development of adaptive control strategies grounded in empirical occupant data.