II. Non-Linear Interacting Dark Energy: Analytical Solutions and Theoretical Pathologies

We investigate interacting dark energy (IDE) models with phenomenological, non-linear interaction kernels $Q$, specifically $Q_{1}=3H\delta \left(\frac{\rho_{\rm dm}\rho_{\rm de}}{\rho_{\rm dm}+\rho_{\rm de}}\right)$, $Q_{2}=3H\delta \left(\frac{\rho_{\rm dm}^2}{\rho_{\rm dm}+\rho_{\rm de}}\right)$, and $Q_{3}=3H\delta \left(\frac{\rho_{\rm de}^2}{\rho_{\rm dm}+\rho_{\rm de}}\right)$. Using dynamical system techniques developed in our companion paper on linear kernels, we derive new conditions that ensure positive and well-defined energy densities, as well as criteria to avoid future big rip singularities. We find that for $Q_{1}$, all densities remain positive, while for $Q_{2}$ and $Q_{3}$ negative values of either DM or DE are unavoidable if energy flows from DM to DE. We also show that for $Q_{1}$ and $Q_{2}$ a big rip singularity always arises in the phantom regime $w<-1$, whereas for $Q_{3}$ this fate may be avoided if energy flows from DE to DM. In addition, we provide new exact analytical solutions for $\rho_{\rm dm}$ and $\rho_{\rm de}$ in the cases of $Q_{2}$ and $Q_{3}$, and obtain new expressions for the effective equations of state of DM, DE, the total fluid, and the reconstructed dynamical DE equation of state ($w_{\rm dm}^{\rm eff}$, $w_{\rm de}^{\rm eff}$, $w_{\rm tot}^{\rm eff}$, and $\tilde{w}$). Using these results, we discuss phantom crossings, evaluate how each kernel addresses the coincidence problem, and apply statefinder diagnostics to compare the models. These findings extend the theoretical understanding of non-linear IDE models and provide analytical tools for future observational constraints.