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This study investigated the corrosion resistance and mechanical properties of Mg-2Zn-0.46Y-0.5Nd (wt.%) alloy plates and screws with fluorinated coatings and atomic layer deposition (ALD)-derived zirconia (ZrO₂) coatings in vitro under physiological stress conditions. Synthetic polyurethane hemimandible replicas were split and fixed as the following three groups of magnesium alloy plates and screws: no additional surface coating treatment (Group A), with fluorinated coatings (Group B), and with duplex fluorinated and ALD-derived 100 nm ZrO₂ coatings (Group C). A circulating stress of 1–10 N was applied to the distal bone segment, and a 4-week simulated body fluid immersion test was employed to study the remaining material volume and the mechanical properties of the different groups. Compared with Group A and Group B, the degradation rate of magnesium alloy plates and screws’ head regions was significantly slowed down under the protection of duplex MgF₂/ZrO₂ coatings (<i>p</i> < 0.01). There was no significant difference in the degradation rate of the screw shaft region between groups (<i>p</i> = 0.077). In contrast to fluoride coatings, duplex MgF₂/ZrO₂ coatings maintained the mechanical strength of magnesium alloy plates and screws after a 14 day in vitro SBF immersion test. We conclude that duplex MgF₂/ZrO₂ coatings exhibited a certain protective effect on the Mg alloy plates and screws under physiological stress conditions.