 Here is a basic example of how you might structure your Python code using the PyAEDT library to perform the multiphysics analysis as described. Please note that this is a simplified example and you may need to adjust it according to your specific project requirements.

```python
from pyAEDT import *

# Set graphical mode
aedt = AEDT(graphical=True)

# Download and open a project
aedt.check_and_download_folder("path_to_your_project")
project = aedt.test_54b_open_and_load_a_polyline("path_to_your_project.aedt")

# Start HFSS with a specified version
hfss = project.start_application("HFSS", version="version_number")

# Start a Circuit and add the HFSS dynamic link component to it
circuit = project.start_application("Circuit")
dynamic_link = circuit.add_component("HFSS Dynamic Link")

# Set up dynamic link options
# ... (You need to set the options according to your project)

# Create ports and excitations
# ... (You need to create ports and excitations according to your project)

# Create a setup and solve the circuit, pushing excitations to the HFSS model
# ... (You need to create a setup and solve the circuit)

# Start Mechanical and copy bodies from the HFSS project
mechanical = project.start_application("Mechanical")
# ... (You need to copy bodies from the HFSS project to Mechanical)

# Get losses from HFSS and assign the convection to Mechanical
# ... (You need to get losses from HFSS and assign the convection to Mechanical)

# Plot the model
# ... (You need to plot the model)

# Solve and plot the thermal results
# ... (You need to solve and plot the thermal results)

# Release AEDT
aedt.release()
```

This code is a starting point and you will need to fill in the missing parts according to your specific project requirements. For more detailed information about the PyAEDT library and its APIs, please refer to the official documentation: https://pyaedt.readthedocs.io/en/latest/index.html