This invention relates to thermal spray composite coatings on a metal or non-metal substrate. The thermal spray composite coatings comprise (i) a ceramic composite coating undercoat layer having at least two ceramic material phases randomly and uniformly dispersed and / or spatially oriented throughout the ceramic composite coating, and (ii) a ceramic coating topcoat layer applied to the undercoat layer. At least a first ceramic material phase is present in the undercoat layer in an amount sufficient to provide corrosion resistance to the ceramic composite coating, and at least a second ceramic material phase is present in the undercoat layer in an amount sufficient to provide plasma erosion resistance to the ceramic composite coating. This invention also relates to methods of protecting metal and non-metal substrates by applying the thermal spray coatings. The composite coatings provide erosion and corrosion resistance at processing temperatures higher than conventional processing temperatures used in the semiconductor etch industry, e.g., greater than 100° C. The coatings are useful, for example, in the protection of semiconductor manufacturing equipment, e.g., integrated circuit, light emitting diode, display, and photovoltaic, internal chamber components, and electrostatic chuck manufacture.