The immune-inflammatory response during the acute phase of COVID-19, as assessed using peak body temperature (PBT) and peripheral oxygen saturation (SpO2), predicts the severity of chronic fatigue, depression and anxiety (“physio-affective”) symptoms three to four months later. The present study was performed to characterize whether the effects of SpO2 and PBT on the physio-affective phenome of Long COVID are mediated by immune, oxidative and nitrosative stress (IO&NS) pathways. This study assayed SpO2 and PBT during acute COVID-19, and C-reactive protein (CRP), malondialdehyde (MDA), protein carbonyls (PCs), myeloperoxidase (MPO), nitric oxide (NO), zinc, and glutathione peroxidase (Gpx) in 120 Long COVID individuals and 36 controls. Cluster analysis showed that 31.7% of the Long COVID patients had severe abnormalities in SpO2, body temperature, increased oxidative toxicity (OSTOX) and lowered antioxidant defenses (ANTIOX), and increased total Hamilton Depression (HAMD) and Anxiety (HAMA) and Fibromylagia-Fatigue (FF) scores. Around 60% of the variance in the physio-affective phenome of Long COVID (a factor extracted from HAMD, HAMA and FF scores) was explained by OSTOX/ANTIOX ratio, PBT and SpO2. Increased PBT predicted increased CRP and lowered ANTIOX and zinc levels, while lowered SpO2 predicted lowered Gpx and increased NO production. Both PBT and SpO2 strongly predict OSTOX/ATIOX during Long COVID. In conclusion, the impact of acute COVID-19 on the physio-affective symptoms of Long COVID is partly mediated by OSTOX/ANTIOX, especially lowered Gpx and zinc, increased MPO and NO production and lipid peroxidation-associated aldehyde formation. Post-viral physio-affective symptoms have an inflammatory origin and are partly mediated by neuro-oxidative toxicity.